Lennar Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.25% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0157 | 9.50 | |
| 0.9243 | 246.87 | |
| 0.0653 | 19.50 | |
| 0.0200 | 6.96 | |
| 0.0122 | 4.07 | |
| 0.9848 | 282.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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