V-Lab
V-Lab
Home Depot Inc/The AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:32.30% (-0.77%)
Analysis last updated: Tuesday, March 18, 2025 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Home Depot Inc/The AGARCH
paramt-stat
ω0.00491.53
α0.068239.03
β0.9215492.24
γ0.791125.86
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts