V-Lab: Home Depot Inc/The Asy. MEM Volatility Analysis

V-Lab

Home Depot Inc/The Asy. MEM Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:22.51% (-1.16%)

Analysis last updated: Thursday, July 3, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0635	30.62
$α$	0.1389	43.17
$β$	0.8049	320.15
$γ$	0.0811	12.85

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts