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

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

Volatility Prediction for Thursday, December 4th, 2025:30.01% (-0.98%)

Analysis last updated: Wednesday, December 3, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2102	8.33
$α$	0.0793	8.59
$β$	0.8813	66.23
$γ_{1}$	0.0198	0.70
$γ_{2}$	0.0031	0.07
$γ_{3}$	-0.0959	-2.38
$γ_{4}$	0.1417	4.44
$γ_{5}$	-0.1180	-4.37
$γ_{6}$	0.0886	2.81
$γ_{7}$	-0.0414	-1.31
$γ_{8}$	-0.0076	-0.37

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts