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 Monday, October 20th, 2025:17.70% (+0.14%)

Analysis last updated: Friday, October 17, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1963	8.40
$α$	0.0804	8.59
$β$	0.8776	65.78
$γ_{1}$	0.0152	0.54
$γ_{2}$	0.0128	0.27
$γ_{3}$	-0.1058	-2.65
$γ_{4}$	0.1493	4.76
$γ_{5}$	-0.1194	-4.45
$γ_{6}$	0.0788	2.48
$γ_{7}$	-0.0100	-0.28
$γ_{8}$	-0.0960	-1.81

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts