Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
29.42%
decreased by 0.71%
1 Week
29.55%
decreased by 0.58%
1 Month
30.03%
decreased by 0.10%
Analysis last updated: Monday, April 6, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 14.65 | |
| 0.0233 | 15.18 | |
| 0.9285 | 504.08 | |
| 0.0852 | 19.50 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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