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

V-Lab

Home Depot Inc/The Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:32.58% (-1.19%)

Analysis last updated: Wednesday, April 23, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0419	27.51
$α$	0.1967	70.51
$β$	0.7923	284.90
$γ$	0.1377	26.28
$δ$	0.7968	21.17

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts