Beazer Homes USA Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.80% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 7.75 | |
| 0.0178 | 11.29 | |
| 0.9669 | 805.08 | |
| 0.0244 | 6.86 |
Estimation Period:
Feb 23, 1994 to Feb 13, 2026
Feb 23, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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