Home Depot Inc/The EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
27.24%
increased by 4.08%
1 Week
26.96%
increased by 3.80%
1 Month
26.30%
increased by 3.14%
Analysis last updated: Tuesday, June 9, 2026 at 01:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 1.90 | |
| -0.4104 | -2.67 | |
| 0.9168 | 58.95 | |
| -0.1041 | -1.81 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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