V-Lab: Home Depot Inc/The MF2-GARCH Volatility Analysis

V-Lab

Home Depot Inc/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:19.44% (-0.39%)

Analysis last updated: Thursday, July 10, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0130	7.38
$β$	0.8395	154.73
$γ$	0.1352	30.82
$λ_{1}$	0.0238	2.89
$λ_{2}$	0.0681	3.94
$λ_{3}$	0.9248	46.82

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts