V-Lab: HP Inc MF2-GARCH Volatility Analysis

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HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 2nd, 2025:39.22% (-0.55%)

Analysis last updated: Monday, December 1, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0179	11.27
$β$	0.9638	246.12
$γ$	0.0175	6.71
$λ_{1}$	5.3725	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0474	0.00

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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