V-Lab: HP Inc MF2-GARCH Volatility Analysis

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HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:41.75% (+12.10%)

Analysis last updated: Saturday, October 11, 2025 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0349	10.85
$β$	0.7287	49.15
$γ$	0.0852	10.39
$λ_{1}$	0.0556	0.89
$λ_{2}$	0.0287	1.26
$λ_{3}$	0.9613	29.22

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts