V-Lab: HP Inc MF2-GARCH Volatility Analysis

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HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:34.50% (-0.42%)

Analysis last updated: Friday, October 31, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0180	11.32
$β$	0.9639	244.88
$γ$	0.0173	6.66
$λ_{1}$	5.0658	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0978	0.00

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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