NVR Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.17% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 17.24 | |
| 0.1208 | 21.98 | |
| 0.9847 | 1,059.96 | |
| -0.0274 | -7.85 |
Estimation Period:
Oct 1, 1993 to Feb 6, 2026
Oct 1, 1993 to Feb 6, 2026
News Impact Curve
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