V-Lab
Lennar Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:37.14% (-0.78%)
Analysis last updated: Friday, November 8, 2024 at 11:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 14.14 | |
| 0.0236 | 14.32 | |
| 0.9450 | 585.53 | |
| 0.0447 | 11.74 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024