HP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:38.45% (-0.54%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0565 | 11.84 | |
0.0181 | 11.31 | |
0.9623 | 498.33 | |
0.0196 | 7.23 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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