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 Monday, November 3rd, 2025:19.36% (-0.48%)

Analysis last updated: Friday, October 31, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2130	8.33
$α$	0.0781	8.52
$β$	0.8835	66.97
$γ_{1}$	0.0199	0.70
$γ_{2}$	0.0035	0.07
$γ_{3}$	-0.0971	-2.39
$γ_{4}$	0.1429	4.44
$γ_{5}$	-0.1189	-4.35
$γ_{6}$	0.0894	2.80
$γ_{7}$	-0.0436	-1.38
$γ_{8}$	-0.0044	-0.22

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts