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V-Lab

Home Depot Inc/The GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

28.49%

decreased by 0.03%

1 Week

28.55%

increased by 0.03%

1 Month

28.79%

increased by 0.27%

Analysis last updated: Friday, August 7, 2026 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Home Depot Inc/The GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 105 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0283
16.43***
α

ARCH

Response to squared shocks

0.0630
34.55***
β

GARCH

Volatility persistence

0.9304
456.31***

Persistence:

0.993

Half-life:

105 days