Home Depot Inc/The EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.25%
increased by 0.75%
1 Week
26.47%
increased by 0.97%
1 Month
27.29%
increased by 1.79%
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 | |
|---|---|---|
| 0.0236 | 12.11 | |
| 0.1374 | 35.45 | |
| 0.9849 | 1,123.01 | |
| -0.0684 | -25.51 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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