V-Lab
Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:22.04% (-0.57%)
Analysis last updated: Tuesday, February 4, 2025 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 14.49 | |
| 0.0247 | 15.66 | |
| 0.9278 | 493.00 | |
| 0.0843 | 18.74 |
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Jan 2, 1990 to Jan 31, 2025
News Impact Curve
Volatility Forecasts
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