V-Lab: Home Depot Inc/The GJR-GARCH Volatility Analysis

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V-Lab

Home Depot Inc/The GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.21% (-0.77%)

Analysis last updated: Friday, April 19, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0344	14.40
$α$	0.0253	15.77
$β$	0.9268	483.99
$γ$	0.0856	18.64

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts