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 Friday, November 28th, 2025:32.54% (-2.15%)

Analysis last updated: Thursday, November 27, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0126	7.22
$β$	0.8414	157.36
$γ$	0.1356	31.11
$λ_{1}$	0.0228	2.98
$λ_{2}$	0.0648	4.02
$λ_{3}$	0.9285	50.58

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts