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

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V-Lab

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

Volatility Prediction for Monday, December 23rd, 2024:27.92% (+0.30%)

Analysis last updated: Friday, December 20, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1951	8.25
$α$	0.0807	8.48
$β$	0.8784	63.55
$γ_{1}$	0.0148	0.49
$γ_{2}$	0.0161	0.31
$γ_{3}$	-0.1119	-2.61
$γ_{4}$	0.1529	4.63
$γ_{5}$	-0.1191	-4.03
$γ_{6}$	0.0756	2.28
$γ_{7}$	-0.0150	-0.49
$γ_{8}$	-0.0297	-1.52

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts