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

V-Lab

Home Depot Inc/The MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:19.07% (-0.31%)

Analysis last updated: Monday, September 15, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0131	7.43
$β$	0.8386	153.20
$γ$	0.1352	30.84
$λ_{1}$	0.0241	2.87
$λ_{2}$	0.0683	3.90
$λ_{3}$	0.9246	46.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts