HP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:35.85% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 11.84 | |
| 0.0179 | 11.32 | |
| 0.9625 | 501.57 | |
| 0.0193 | 7.19 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities