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

V-Lab

Home Depot Inc/The EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:34.72% (-1.67%)

Analysis last updated: Wednesday, April 23, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0238	11.97
$α$	0.1379	35.08
$β$	0.9851	1,118.13
$γ$	-0.0686	-25.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts