V-Lab: Helmerich & Payne Inc MF2-GARCH Volatility Analysis

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V-Lab

Helmerich & Payne Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:32.75% (-0.77%)

Analysis last updated: Thursday, May 16, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0217	12.28
$β$	0.9045	179.89
$γ$	0.0660	17.73
$λ_{1}$	0.0158	4.35
$λ_{2}$	0.0293	4.96
$λ_{3}$	0.9687	151.24

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts