V-Lab: HP Inc MF2-GARCH Volatility Analysis

V-Lab

HP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:57.85% (-5.95%)

Analysis last updated: Saturday, May 31, 2025 at 03:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0355	10.91
$β$	0.7269	49.08
$γ$	0.0857	10.34
$λ_{1}$	0.0546	0.89
$λ_{2}$	0.0290	1.27
$λ_{3}$	0.9614	29.51

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts