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Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:28.77% (-0.90%)
Analysis last updated: Saturday, December 13, 2025 at 01:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Home Depot Inc/The GJR-GARCH
paramt-stat
ω0.034514.66
α0.023615.23
β0.9279499.40
γ0.086019.50
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts