HP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:33.41% (+4.09%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0560 | 11.81 | |
0.0180 | 11.33 | |
0.9625 | 499.99 | |
0.0192 | 7.15 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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