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 Thursday, November 13th, 2025:20.42% (-0.23%)

Analysis last updated: Wednesday, November 12, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1891	8.14
$α$	0.0784	8.53
$β$	0.8829	66.67
$γ_{1}$	0.0176	0.62
$γ_{2}$	0.0062	0.13
$γ_{3}$	-0.0978	-2.41
$γ_{4}$	0.1435	4.47
$γ_{5}$	-0.1195	-4.38
$γ_{6}$	0.0900	2.82
$γ_{7}$	-0.0438	-1.39
$γ_{8}$	-0.0045	-0.22

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts