Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.18% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 14.56 | |
| 0.0240 | 15.46 | |
| 0.9283 | 500.41 | |
| 0.0846 | 19.28 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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