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

V-Lab

Home Depot Inc/The GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:20.67% (-0.58%)

Analysis last updated: Thursday, September 18, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0277	16.34
$α$	0.0634	34.23
$β$	0.9303	452.47

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts