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 Monday, October 13th, 2025:33.84% (+4.62%)

Analysis last updated: Saturday, October 11, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9091	6.05
$α$	0.0421	4.44
$β$	0.9106	50.42
$γ_{1}$	-0.0622	-0.79
$γ_{2}$	0.1313	1.15
$γ_{3}$	-0.1019	-1.75
$γ_{4}$	-0.0327	-0.67
$γ_{5}$	0.1286	2.16
$γ_{6}$	-0.0302	-0.48
$γ_{7}$	-0.1140	-1.79
$γ_{8}$	0.1578	2.51
$γ_{9}$	-0.1187	-1.86
$γ_{10}$	0.0509	0.88

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts