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

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Home Depot Inc/The MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:19.48% (-0.43%)

Analysis last updated: Tuesday, November 4, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0133	7.56
$β$	0.8400	154.93
$γ$	0.1343	30.82
$λ_{1}$	0.0231	2.92
$λ_{2}$	0.0668	3.98
$λ_{3}$	0.9262	48.39

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts