V-Lab
Lennar Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:35.20% (-1.16%)
Analysis last updated: Monday, November 11, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 10.91 | |
| 0.1034 | 27.65 | |
| 0.9887 | 1428.70 | |
| -0.0361 | -11.00 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024