Taylor Morrison Home Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.39% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1060 | 6.64 | |
| 0.0585 | 21.51 | |
| 0.9814 | 291.57 | |
| 6.5307 | 3.63 |
Estimation Period:
Apr 10, 2013 to Feb 6, 2026
Apr 10, 2013 to Feb 6, 2026
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