Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:20.60% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 14.60 | |
| 0.0240 | 15.45 | |
| 0.9281 | 498.97 | |
| 0.0849 | 19.23 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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