V-Lab: HP Inc GAS-GARCH Student T Volatility Analysis

V-Lab

HP Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:34.47% (+0.46%)

Analysis last updated: Thursday, May 8, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8166	3.56
$α$	0.0556	32.73
$β$	0.9912	389.34
$ν$	4.4193	10.65

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