V-Lab
V-Lab
Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:21.73% (-0.62%)
Analysis last updated: Saturday, May 31, 2025 at 03:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Home Depot Inc/The GJR-GARCH
paramt-stat
ω0.034214.57
α0.024315.46
β0.9278495.10
γ0.085018.96
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts