V-Lab: HP Inc Zero Slope Spline-GARCH Volatility Analysis

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HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:37.99% (-0.99%)

Analysis last updated: Thursday, October 23, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9443	6.21
$α$	0.0430	4.50
$β$	0.9085	49.77
$γ_{1}$	-0.0542	-0.69
$γ_{2}$	0.1214	1.06
$γ_{3}$	-0.0994	-1.71
$γ_{4}$	-0.0337	-0.70
$γ_{5}$	0.1292	2.17
$γ_{6}$	-0.0309	-0.49
$γ_{7}$	-0.1132	-1.78
$γ_{8}$	0.1565	2.50
$γ_{9}$	-0.1160	-1.83
$γ_{10}$	0.0480	0.84

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Volatility Forecasts

Volatility Forecasts