V-Lab: Helmerich & Payne Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Helmerich & Payne Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:29.86% (-0.61%)

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
$ω$	0.7903	5.60
$α$	0.0529	7.78
$β$	0.9415	128.25
$γ_{1}$	-0.0006	-2.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts