V-Lab: PulteGroup Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

PulteGroup Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:35.78% (+0.69%)

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
$ω$	1.2820	5.61
$α$	0.0497	7.10
$β$	0.9362	115.47
$γ_{1}$	0.0107	2.28
$γ_{2}$	-0.0201	-2.96
$γ_{3}$	0.0217	3.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts