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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2248	8.46***
α ARCH Response to squared shocks	0.0789	8.66***
β GARCH Volatility persistence	0.8828	68.32***

γ₁	0.0206	0.77
γ₂	-0.0007	-0.01
γ₃	-0.0887	-2.27**
γ₄	0.1352	4.25***
γ₅	-0.1153	-4.44***
γ₆	0.0929	3.08***
γ₇	-0.0534	-1.70*
γ₈	0.0028	0.13

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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