V-Lab: PulteGroup Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

PulteGroup Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:32.01% (-0.10%)

Analysis last updated: Thursday, May 2, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1715	8.28
$α$	0.0471	7.43
$β$	0.9448	137.84
$γ_{1}$	0.0004	1.95

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts