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, March 10th, 2025:25.23% (+0.07%)

Analysis last updated: Friday, March 7, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0140	7.83
$β$	0.8361	149.78
$γ$	0.1348	30.43
$λ_{1}$	0.0248	2.81
$λ_{2}$	0.0713	3.88
$λ_{3}$	0.9213	43.89

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts