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

V-Lab

HP Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:31.53% (-1.47%)

Analysis last updated: Friday, June 27, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7920	3.59
$α$	0.0552	32.76
$β$	0.9912	392.10
$ν$	4.3991	10.77

Estimation Period:
Jan 2, 1990 to Jun 27, 2025