V-Lab: Home Depot Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Home Depot Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:22.98% (+1.71%)

Analysis last updated: Friday, May 3, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1835	8.12
$α$	0.0828	8.54
$β$	0.8754	62.39
$γ_{1}$	0.0109	0.34
$γ_{2}$	0.0250	0.45
$γ_{3}$	-0.1208	-2.66
$γ_{4}$	0.1568	4.50
$γ_{5}$	-0.1148	-3.56
$γ_{6}$	0.0614	1.80
$γ_{7}$	0.0073	0.25
$γ_{8}$	-0.0476	-2.38

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts