HP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:36.19% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 11.82 | |
| 0.0179 | 11.29 | |
| 0.9625 | 501.81 | |
| 0.0195 | 7.25 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities