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

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V-Lab

Home Depot Inc/The Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:18.63% (-0.81%)

Analysis last updated: Thursday, April 25, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2403	8.89
$α$	0.0888	8.39
$β$	0.8529	54.15
$γ_{1}$	0.0433	0.90
$γ_{2}$	-0.0385	-0.50
$γ_{3}$	0.0231	0.44
$γ_{4}$	-0.1646	-3.52
$γ_{5}$	0.3044	6.60
$γ_{6}$	-0.2939	-6.37
$γ_{7}$	0.1883	3.81
$γ_{8}$	-0.0790	-1.44
$γ_{9}$	0.0903	1.34
$γ_{10}$	-0.2307	-2.52

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts