V-Lab: HP Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:27.20% (-0.39%)

Analysis last updated: Thursday, April 18, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9354	5.53
$α$	0.0374	4.29
$β$	0.9289	61.95
$γ_{1}$	-0.0686	-0.73
$γ_{2}$	0.1360	1.00
$γ_{3}$	-0.0802	-1.15
$γ_{4}$	-0.0696	-1.03
$γ_{5}$	0.1212	1.42
$γ_{6}$	0.0426	0.49
$γ_{7}$	-0.1901	-2.29
$γ_{8}$	0.1846	2.20
$γ_{9}$	-0.1165	-1.25
$γ_{10}$	0.0534	0.76

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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