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

V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:30.75% (-0.47%)

Analysis last updated: Friday, July 25, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9409	6.12
$α$	0.0414	4.45
$β$	0.9127	51.59
$γ_{1}$	-0.0560	-0.70
$γ_{2}$	0.1230	1.05
$γ_{3}$	-0.0960	-1.62
$γ_{4}$	-0.0400	-0.79
$γ_{5}$	0.1291	2.05
$γ_{6}$	-0.0194	-0.29
$γ_{7}$	-0.1284	-1.93
$γ_{8}$	0.1662	2.50
$γ_{9}$	-0.1190	-1.68
$γ_{10}$	0.0476	0.76

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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