V-Lab: HP Inc MF2-GARCH Volatility Analysis

V-Lab

HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:51.99% (-4.48%)

Analysis last updated: Wednesday, April 16, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0352	11.32
$β$	0.7459	50.64
$γ$	0.0792	9.76
$λ_{1}$	0.0518	0.92
$λ_{2}$	0.0275	1.32
$λ_{3}$	0.9634	32.32

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts