V-Lab: Home Depot Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Home Depot Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:23.47% (+0.83%)

Analysis last updated: Wednesday, April 24, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1858	8.14
$α$	0.0826	8.52
$β$	0.8755	62.33
$γ_{1}$	0.0117	0.36
$γ_{2}$	0.0239	0.43
$γ_{3}$	-0.1206	-2.66
$γ_{4}$	0.1567	4.49
$γ_{5}$	-0.1141	-3.52
$γ_{6}$	0.0599	1.76
$γ_{7}$	0.0096	0.32
$γ_{8}$	-0.0496	-2.47

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts