V-Lab: Lennar Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Lennar Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.73% (-0.07%)

Analysis last updated: Friday, May 3, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9929	7.79
$α$	0.0463	7.06
$β$	0.9434	136.25
$γ_{1}$	-0.0007	-0.75

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts