V-Lab: Home Depot Inc/The GAS-GARCH Student T Volatility Analysis

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V-Lab

Home Depot Inc/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:23.49% (-0.90%)

Analysis last updated: Friday, December 27, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9867	4.43
$α$	0.0688	36.08
$β$	0.9924	563.22
$ν$	6	8.25

Estimation Period:
Jan 2, 1990 to Dec 27, 2024