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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2188	8.40***
α ARCH Response to squared shocks	0.0779	8.63***
β GARCH Volatility persistence	0.8842	68.87***

γ₁	0.0197	0.73
γ₂	0.0004	0.01
γ₃	-0.0890	-2.28**
γ₄	0.1355	4.25***
γ₅	-0.1155	-4.44***
γ₆	0.0931	3.10***
γ₇	-0.0543	-1.73*
γ₈	0.0038	0.18

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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