V-Lab: HP Inc MF2-GARCH Volatility Analysis

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V-Lab

HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 10th, 2025:32.70% (+0.17%)

Analysis last updated: Friday, February 7, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0367	11.03
$β$	0.6903	25.43
$γ$	0.0874	9.20
$λ_{1}$	0.1593	0.57
$λ_{2}$	0.0811	0.59
$λ_{3}$	0.8904	4.72

Estimation Period:
Jan 2, 1990 to Feb 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts