Millrose Properties Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.88% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1502 | 6.16 | |
| 0.3659 | 16.59 | |
| 0.8835 | 73.72 | |
| -0.1066 | -4.09 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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