Lennar Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.39% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 10.99 | |
| 0.1005 | 27.59 | |
| 0.9889 | 1,471.64 | |
| -0.0348 | -10.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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