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 Monday, October 13th, 2025:20.15% (-0.40%)

Analysis last updated: Friday, October 10, 2025 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2117	8.35
$α$	0.0786	8.52
$β$	0.8824	66.39
$γ_{1}$	0.0195	0.68
$γ_{2}$	0.0046	0.09
$γ_{3}$	-0.0984	-2.42
$γ_{4}$	0.1438	4.48
$γ_{5}$	-0.1190	-4.35
$γ_{6}$	0.0883	2.76
$γ_{7}$	-0.0408	-1.30
$γ_{8}$	-0.0073	-0.36

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts