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

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Home Depot Inc/The Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:17.83% (-0.07%)

Analysis last updated: Tuesday, November 11, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1985	8.41
$α$	0.0800	8.58
$β$	0.8781	66.03
$γ_{1}$	0.0157	0.56
$γ_{2}$	0.0116	0.24
$γ_{3}$	-0.1045	-2.63
$γ_{4}$	0.1484	4.74
$γ_{5}$	-0.1192	-4.47
$γ_{6}$	0.0797	2.52
$γ_{7}$	-0.0123	-0.35
$γ_{8}$	-0.0937	-1.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts