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

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V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:36.92% (-0.66%)

Analysis last updated: Friday, December 20, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9337	5.90
$α$	0.0417	4.63
$β$	0.9142	53.33
$γ_{1}$	-0.0615	-0.72
$γ_{2}$	0.1279	1.04
$γ_{3}$	-0.0868	-1.39
$γ_{4}$	-0.0576	-1.02
$γ_{5}$	0.1329	1.87
$γ_{6}$	0.0014	0.02
$γ_{7}$	-0.1555	-2.09
$γ_{8}$	0.1809	2.41
$γ_{9}$	-0.1244	-1.50
$γ_{10}$	0.0522	0.76

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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