V-Lab: HP Inc GJR-GARCH Volatility Analysis

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V-Lab

HP Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:38.98% (+0.80%)

Analysis last updated: Monday, December 8, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0562	11.82
$α$	0.0178	11.27
$β$	0.9624	502.32
$γ$	0.0197	7.31

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts