Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:22.10% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 14.65 | |
| 0.0234 | 15.22 | |
| 0.9283 | 502.58 | |
| 0.0855 | 19.48 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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