V-Lab: HP Inc MF2-GARCH Volatility Analysis

V-Lab

HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:34.77% (-0.44%)

Analysis last updated: Friday, June 27, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0328	10.78
$β$	0.7342	46.81
$γ$	0.0821	10.61
$λ_{1}$	0.1948	0.64
$λ_{2}$	0.1112	0.72
$λ_{3}$	0.8539	4.04

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts