It sounds like you don't understand what a VPN does. So let's make it really simple:
A VPN is used to make your internet traffic anonymous. It does that by taking the packets coming out of your ISP and making it seem as though they are coming from the VPN server instead. So could you set up a VPN server at home? Absolutely. Would it actually benefit you in any way? No. Because your server would still be sending packets out on your ISP exactly the same as your computer.
In other words: you would literally be doing nothing except slowing down performance and wasting time/money doing something that doesn't actually accomplish anything. Not to mention that it could theoretically cost you more for internet or your ISP could consider that a "business service" and determine you are in breach of their ToS and drop you entirely.
So either pay for a trustworthy VPN or don't use one.