V-Lab: Home Depot Inc/The GJR-GARCH Volatility Analysis

V-Lab

Home Depot Inc/The GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:24.46% (-0.55%)

Analysis last updated: Friday, May 9, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0342	14.55
$α$	0.0245	15.55
$β$	0.9277	493.21
$γ$	0.0848	18.84

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts