Home Depot Inc/The MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.09%
decreased by 0.47%
1 Week
22.87%
increased by 0.31%
1 Month
24.89%
increased by 2.33%
Analysis last updated: Saturday, June 13, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0118 | 6.87 | |
| 0.8428 | 158.64 | |
| 0.1338 | 31.08 | |
| 0.0232 | 2.92 | |
| 0.0653 | 3.93 | |
| 0.9278 | 48.86 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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