V-Lab: HP Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

HP Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.77% (-0.20%)

Analysis last updated: Friday, April 26, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0218	7.95
$α$	0.0678	14.34
$β$	0.9902	1001.23
$γ$	-0.0350	-10.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts