Home Depot Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.27%
decreased by 1.07%
1 Week
26.34%
decreased by 1.00%
1 Month
26.58%
decreased by 0.76%
Analysis last updated: Friday, May 22, 2026 at 10:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2194 | 8.40 | |
| 0.0782 | 8.63 | |
| 0.8837 | 68.40 | |
| 0.0199 | 0.73 | |
| 0.0006 | 0.01 | |
| -0.0902 | -2.30 | |
| 0.1368 | 4.30 | |
| -0.1166 | -4.46 | |
| 0.0935 | 3.07 | |
| -0.0532 | -1.69 | |
| 0.0026 | 0.13 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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