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

V-Lab

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

Volatility Prediction for Friday, August 1st, 2025:21.44% (+0.13%)

Analysis last updated: Thursday, July 31, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2035	8.31
$α$	0.0787	8.47
$β$	0.8817	65.70
$γ_{1}$	0.0179	0.62
$γ_{2}$	0.0083	0.17
$γ_{3}$	-0.1026	-2.49
$γ_{4}$	0.1468	4.55
$γ_{5}$	-0.1194	-4.29
$γ_{6}$	0.0848	2.62
$γ_{7}$	-0.0326	-1.04
$γ_{8}$	-0.0150	-0.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts