Lennar Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.57% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 14.17 | |
| 0.0227 | 14.32 | |
| 0.9466 | 610.31 | |
| 0.0433 | 11.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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