DR Horton Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.06% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0911 | 17.50 | |
| 0.0296 | 18.15 | |
| 0.9317 | 581.94 | |
| 0.0597 | 15.35 |
Estimation Period:
Jun 5, 1992 to Feb 20, 2026
Jun 5, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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