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, May 9th, 2025:23.40% (-0.64%)

Analysis last updated: Thursday, May 8, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2001	8.30
$α$	0.0799	8.49
$β$	0.8797	64.58
$γ_{1}$	0.0167	0.57
$γ_{2}$	0.0115	0.23
$γ_{3}$	-0.1064	-2.55
$γ_{4}$	0.1494	4.61
$γ_{5}$	-0.1194	-4.20
$γ_{6}$	0.0809	2.48
$γ_{7}$	-0.0244	-0.79
$γ_{8}$	-0.0226	-1.14

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts