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 Thursday, August 28th, 2025:26.85% (-1.12%)

Analysis last updated: Wednesday, August 27, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2051	8.32
$α$	0.0789	8.49
$β$	0.8815	65.75
$γ_{1}$	0.0186	0.65
$γ_{2}$	0.0066	0.13
$γ_{3}$	-0.1007	-2.46
$γ_{4}$	0.1454	4.53
$γ_{5}$	-0.1189	-4.31
$γ_{6}$	0.0855	2.66
$γ_{7}$	-0.0342	-1.09
$γ_{8}$	-0.0140	-0.70

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts