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

V-Lab

Home Depot Inc/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:20.70% (+1.37%)

Analysis last updated: Wednesday, July 30, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0129	7.32
$β$	0.8400	154.73
$γ$	0.1346	30.80
$λ_{1}$	0.0238	2.88
$λ_{2}$	0.0681	3.92
$λ_{3}$	0.9248	46.58

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts