V-Lab: Home Depot Inc/The AGARCH Volatility Analysis

V-Lab

Home Depot Inc/The AGARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:18.22% (-0.69%)

Analysis last updated: Thursday, July 10, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0051	1.60
$α$	0.0683	39.15
$β$	0.9211	491.52
$γ$	0.7921	25.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts