V-Lab
V-Lab
Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:20.72% (-0.26%)
Analysis last updated: Friday, June 27, 2025 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Home Depot Inc/The GJR-GARCH
paramt-stat
ω0.034314.62
α0.024315.49
β0.9277495.29
γ0.085019.02
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts