Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 14.65 | |
| 0.0234 | 15.20 | |
| 0.9282 | 502.29 | |
| 0.0856 | 19.51 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Home Depot Inc/The Analyses
Other GJR-GARCH Analyses on Equities