V-Lab
V-Lab
Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:19.38% (-0.51%)
Analysis last updated: Thursday, July 3, 2025 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Home Depot Inc/The GJR-GARCH
paramt-stat
ω0.034314.62
α0.024415.49
β0.9276495.00
γ0.085119.03
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts