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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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