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

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V-Lab

Home Depot Inc/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:30.19% (-1.71%)

Analysis last updated: Friday, December 20, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0140	7.77
$β$	0.8358	150.60
$γ$	0.1363	30.56
$λ_{1}$	0.0247	2.84
$λ_{2}$	0.0711	3.93
$λ_{3}$	0.9216	44.54

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts