V-Lab: PulteGroup Inc AGARCH Volatility Analysis

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V-Lab

PulteGroup Inc AGARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:33.14% (+0.15%)

Analysis last updated: Thursday, May 16, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1026	16.81
$α$	0.0726	52.23
$β$	0.9080	676.13
$γ$	0.7827	17.63

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts