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

Skip to main content

V-Lab

Home Depot Inc/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:22.03% (-0.84%)

Analysis last updated: Wednesday, December 17, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0126	7.18
$β$	0.8399	156.05
$γ$	0.1358	31.07
$λ_{1}$	0.0232	2.93
$λ_{2}$	0.0659	3.98
$λ_{3}$	0.9271	49.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts