V-Lab
Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:25.87% (-0.63%)
Analysis last updated: Tuesday, March 11, 2025 at 02:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 14.48 | |
| 0.0247 | 15.65 | |
| 0.9280 | 494.16 | |
| 0.0840 | 18.72 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025
News Impact Curve
Volatility Forecasts
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