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

V-Lab

Home Depot Inc/The APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:19.72% (-0.89%)

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
$ω$	0.0331	22.56
$α$	0.0743	31.88
$β$	0.9257	404.94
$γ$	0.5323	24.41
$δ$	1.0683	32.71

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts