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

V-Lab

| |

V-Lab

Home Depot Inc/The Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.17% (+1.40%)

Analysis last updated: Wednesday, May 1, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0419	27.27
$α$	0.1979	69.59
$β$	0.7913	279.91
$γ$	0.1378	25.84
$δ$	0.7938	20.81

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts