Taylor Morrison Home Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.80% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 9.67 | |
| 0.0146 | 7.13 | |
| 0.9312 | 265.52 | |
| 0.0632 | 8.18 |
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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