Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:21.00% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 14.58 | |
| 0.0239 | 15.43 | |
| 0.9283 | 500.71 | |
| 0.0846 | 19.29 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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