Home Depot Inc/The MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
2.09%
decreased by 0.52%
1 Week
2.90%
increased by 0.29%
1 Month
18.70%
increased by 16.09%
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 | |
|---|---|---|
| 56 | ||
| 0.5000 | 623.44 | |
| 0.6270 | 319.75 | |
| -0.5000 | -615.01 | |
| 0.0000 | 0.09 | |
| 0.0014 | 1.13 | |
| 0.0006 | 15.11 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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