V-Lab: HP Inc EGARCH Volatility Analysis

V-Lab

HP Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:37.04% (-0.77%)

Analysis last updated: Thursday, July 3, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0239	8.57
$α$	0.0682	14.46
$β$	0.9892	939.44
$γ$	-0.0330	-10.05

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts