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 Thursday, December 18th, 2025:22.90% (-0.44%)

Analysis last updated: Wednesday, December 17, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1988	8.42
$α$	0.0811	8.65
$β$	0.8765	65.31
$γ_{1}$	0.0161	0.58
$γ_{2}$	0.0104	0.22
$γ_{3}$	-0.1030	-2.61
$γ_{4}$	0.1476	4.74
$γ_{5}$	-0.1204	-4.56
$γ_{6}$	0.0842	2.68
$γ_{7}$	-0.0226	-0.63
$γ_{8}$	-0.0664	-1.16

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts