Home Depot Inc/The MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:19.75% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0128 | 7.29 | |
| 0.8406 | 156.04 | |
| 0.1344 | 30.81 | |
| 0.0233 | 2.92 | |
| 0.0659 | 3.95 | |
| 0.9271 | 48.70 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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