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

V-Lab

Home Depot Inc/The APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:22.09% (-0.50%)

Analysis last updated: Tuesday, May 20, 2025 at 02:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0331	22.57
$α$	0.0740	31.73
$β$	0.9260	403.83
$γ$	0.5359	24.35
$δ$	1.0608	32.41

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts