Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.86%
decreased by 0.17%
1 Week
26.03%
increased by 0.00%
1 Month
26.36%
increased by 0.33%
Analysis last updated: Tuesday, June 9, 2026 at 01:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3360 | 3.53 | |
| 0.0000 | 0.00 | |
| 0.8615 | 24.56 | |
| 0.0386 | 0.48 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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