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

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V-Lab

Home Depot Inc/The EGARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:26.22% (-0.38%)

Analysis last updated: Friday, July 26, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0243	12.11
$α$	0.1398	35.09
$β$	0.9849	1105.38
$γ$	-0.0685	-24.71

Estimation Period:
Jan 2, 1990 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts