V-Lab
Lennar Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:37.03% (-0.65%)
Analysis last updated: Thursday, April 25, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 14.11 | |
| 0.0240 | 14.28 | |
| 0.9437 | 570.24 | |
| 0.0462 | 11.86 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024