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

V-Lab

| |

V-Lab

HP Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:29.13% (-1.17%)

Analysis last updated: Friday, December 27, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7486	3.55
$α$	0.0549	32.57
$β$	0.9915	399.15
$ν$	4	10.52

Estimation Period:
Jan 2, 1990 to Dec 27, 2024