Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:36.49% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 14.65 | |
| 0.0237 | 15.26 | |
| 0.9277 | 498.23 | |
| 0.0863 | 19.50 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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