DR Horton Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.17% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0916 | 17.55 | |
| 0.0299 | 18.24 | |
| 0.9314 | 579.21 | |
| 0.0596 | 15.27 |
Estimation Period:
Jun 5, 1992 to Feb 6, 2026
Jun 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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