Taylor Morrison Home Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.50% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0689 | 9.44 | |
| 0.0639 | 4.15 | |
| 0.8991 | 37.89 | |
| 0.0395 | 3.01 | |
| -0.0786 | -2.83 |
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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