V-Lab: HP Inc AGARCH Volatility Analysis

V-Lab

HP Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:44.82% (-0.89%)

Analysis last updated: Friday, May 16, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0527	10.00
$α$	0.0327	20.95
$β$	0.9550	459.79
$γ$	0.7844	9.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts