NVR Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.67% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 14.77 | |
| 0.0347 | 13.45 | |
| 0.9351 | 378.88 | |
| 0.0378 | 7.59 |
Estimation Period:
Oct 1, 1993 to Feb 6, 2026
Oct 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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