NVR Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.54% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0773 | 17.28 | |
| 0.7202 | 39.82 | |
| 0.0550 | 7.87 | |
| 0.0352 | 1.70 | |
| 0.0390 | 2.85 | |
| 0.9531 | 56.29 |
Estimation Period:
Oct 1, 1993 to Feb 6, 2026
Oct 1, 1993 to Feb 6, 2026
News Impact Curve
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