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

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Home Depot Inc/The APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:20.64% (-0.42%)

Analysis last updated: Friday, October 17, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0329	22.50
$α$	0.0739	31.89
$β$	0.9261	407.95
$γ$	0.5293	24.44
$δ$	1.0778	33.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts