Home Depot Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.40%
increased by 0.89%
1 Week
25.60%
increased by 1.09%
1 Month
26.33%
increased by 1.82%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 14.71 | |
| 0.0231 | 15.11 | |
| 0.9285 | 504.07 | |
| 0.0854 | 19.57 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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