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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1903	8.14***
α ARCH Response to squared shocks	0.0777	8.63***
β GARCH Volatility persistence	0.8848	69.36***

γ₁	0.0179	0.67
γ₂	0.0011	0.02
γ₃	-0.0865	-2.23**
γ₄	0.1331	4.16***
γ₅	-0.1142	-4.41***
γ₆	0.0936	3.14***
γ₇	-0.0568	-1.81*
γ₈	0.0064	0.30

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Home Depot Inc/The Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Home Depot Inc/The Analyses