V-Lab: HP Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

HP Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.69% (-0.33%)

Analysis last updated: Friday, April 26, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8802	5.59
$α$	0.0382	4.23
$β$	0.9229	55.26
$γ_{1}$	-0.0899	-1.03
$γ_{2}$	0.1672	1.32
$γ_{3}$	-0.0933	-1.41
$γ_{4}$	-0.0693	-1.09
$γ_{5}$	0.1314	1.64
$γ_{6}$	0.0261	0.31
$γ_{7}$	-0.1711	-2.11
$γ_{8}$	0.1585	1.81
$γ_{9}$	-0.0597	-0.53
$γ_{10}$	-0.1061	-0.79

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts