Millrose Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.47% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5638 | 10.94 | |
| 0.0818 | 5.63 | |
| 0.6489 | 31.46 | |
| 0.2776 | 4.35 |
Estimation Period:
Feb 5, 2025 to Feb 13, 2026
Feb 5, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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