V-Lab: HP Inc GJR-GARCH Volatility Analysis

V-Lab

HP Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:50.77% (-0.81%)

Analysis last updated: Saturday, May 31, 2025 at 03:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0531	11.46
$α$	0.0173	11.16
$β$	0.9638	514.29
$γ$	0.0195	7.39

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts