V-Lab: HP Inc MF2-GARCH Volatility Analysis

V-Lab

HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:34.96% (-0.37%)

Analysis last updated: Friday, July 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0326	10.74
$β$	0.7356	47.19
$γ$	0.0822	10.65
$λ_{1}$	0.1937	0.64
$λ_{2}$	0.1099	0.73
$λ_{3}$	0.8552	4.11

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts