V-Lab: HP Inc Asy. MEM Volatility Analysis

V-Lab

HP Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:26.47% (-1.11%)

Analysis last updated: Tuesday, May 20, 2025 at 02:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1617	31.09
$α$	0.1280	38.38
$β$	0.7979	273.92
$γ$	0.0996	14.96

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts