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 Thursday, October 16th, 2025:20.74% (-0.64%)

Analysis last updated: Wednesday, October 15, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0132	7.50
$β$	0.8400	154.92
$γ$	0.1346	30.83
$λ_{1}$	0.0232	2.92
$λ_{2}$	0.0667	3.97
$λ_{3}$	0.9263	48.37

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts