V-Lab: Lennar Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Lennar Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:34.14% (-1.28%)

Analysis last updated: Friday, May 17, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3974	4.70
$α$	0.0504	30.27
$β$	0.9919	526.23
$ν$	5	7.89

Estimation Period:
Jan 1, 1990 to May 17, 2024