Taylor Morrison Home Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.32% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 6.05 | |
| 0.1019 | 15.96 | |
| 0.9846 | 594.94 | |
| -0.0537 | -9.94 |
Estimation Period:
Apr 10, 2013 to Feb 6, 2026
Apr 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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