Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:29.04% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 14.65 | |
| 0.0233 | 15.19 | |
| 0.9284 | 503.47 | |
| 0.0854 | 19.51 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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