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

V-Lab

HP Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:49.44% (-1.39%)

Analysis last updated: Thursday, April 17, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8779	3.55
$α$	0.0559	32.82
$β$	0.9913	392.14
$ν$	4.4258	10.72

Estimation Period:
Jan 2, 1990 to Apr 17, 2025