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 Tuesday, November 12th, 2024:33.73% (-1.32%)

Analysis last updated: Monday, November 11, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3545	4.68
$α$	0.0498	30.12
$β$	0.9919	521.79
$ν$	5	7.86

Estimation Period:
Jan 1, 1990 to Nov 8, 2024