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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0340	14.64***
α ARCH Response to squared shocks	0.0228	15.08***
β GARCH Volatility persistence	0.9291	509.65***
γ leverage Additional response to negative shocks	0.0852	19.63***

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Home Depot Inc/The GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Home Depot Inc/The Analyses