Lennar Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.27% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 10.97 | |
| 0.1004 | 27.59 | |
| 0.9890 | 1,473.85 | |
| -0.0348 | -10.98 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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