Lennar Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:35.12% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 14.17 | |
| 0.0227 | 14.30 | |
| 0.9467 | 611.95 | |
| 0.0432 | 11.78 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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