Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.16%
decreased by 0.66%
1 Week
24.38%
decreased by 0.44%
1 Month
25.20%
increased by 0.38%
Analysis last updated: Saturday, June 13, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 14.68 | |
| 0.0229 | 15.05 | |
| 0.9288 | 506.70 | |
| 0.0853 | 19.61 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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