V-Lab: HP Inc MF2-GARCH Volatility Analysis

V-Lab

HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:35.34% (+0.25%)

Analysis last updated: Thursday, May 8, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0360	11.13
$β$	0.7325	50.20
$γ$	0.0828	10.09
$λ_{1}$	0.0527	0.90
$λ_{2}$	0.0279	1.30
$λ_{3}$	0.9628	31.23

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts