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

V-Lab

Home Depot Inc/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:21.35% (-0.71%)

Analysis last updated: Wednesday, August 27, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0137	7.74
$β$	0.8379	152.54
$γ$	0.1350	30.74
$λ_{1}$	0.0242	2.89
$λ_{2}$	0.0686	3.93
$λ_{3}$	0.9242	46.30

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts