Home Depot Inc/The MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
25.30%
decreased by 0.15%
1 Week
25.40%
decreased by 0.05%
1 Month
25.90%
increased by 0.45%
Analysis last updated: Monday, April 27, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0121 | 7.00 | |
| 0.8424 | 158.58 | |
| 0.1343 | 31.05 | |
| 0.0231 | 2.94 | |
| 0.0651 | 3.96 | |
| 0.9280 | 49.46 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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