UMH Properties Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.55% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3325 | 4.61 | |
| 0.1307 | 9.66 | |
| 0.7815 | 36.61 | |
| -0.0496 | -1.39 | |
| 0.0935 | 1.91 | |
| -0.0981 | -3.48 | |
| 0.1524 | 5.66 | |
| -0.2118 | -8.53 | |
| 0.2068 | 8.09 | |
| -0.1297 | -4.92 | |
| -0.0029 | -0.07 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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