V-Lab
V-Lab
HP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:49.67% (-0.64%)
Analysis last updated: Thursday, May 8, 2025 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HP Inc GJR-GARCH
paramt-stat
ω0.053411.48
α0.017411.15
β0.9636510.92
γ0.01967.37
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts