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 Tuesday, May 20th, 2025:24.21% (-0.83%)

Analysis last updated: Tuesday, May 20, 2025 at 02:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1988	8.29
$α$	0.0795	8.48
$β$	0.8803	64.93
$γ_{1}$	0.0166	0.57
$γ_{2}$	0.0113	0.22
$γ_{3}$	-0.1060	-2.54
$γ_{4}$	0.1490	4.60
$γ_{5}$	-0.1194	-4.21
$γ_{6}$	0.0813	2.50
$γ_{7}$	-0.0251	-0.81
$γ_{8}$	-0.0219	-1.11

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts