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

V-Lab

Home Depot Inc/The Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:18.35% (-0.55%)

Analysis last updated: Monday, June 30, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1897	8.35
$α$	0.0810	8.59
$β$	0.8765	64.98
$γ_{1}$	0.0135	0.47
$γ_{2}$	0.0170	0.35
$γ_{3}$	-0.1108	-2.72
$γ_{4}$	0.1529	4.83
$γ_{5}$	-0.1199	-4.34
$γ_{6}$	0.0745	2.30
$γ_{7}$	-0.0004	-0.01
$γ_{8}$	-0.1042	-1.87

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts