V-Lab: Home Depot Inc/The Asy. Power MEM Volatility Analysis

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V-Lab

Home Depot Inc/The Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.95% (-1.06%)

Analysis last updated: Thursday, April 18, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0419	27.28
$α$	0.1979	69.53
$β$	0.7913	279.80
$γ$	0.1384	25.86
$δ$	0.7912	20.74

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts