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

V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:35.38% (+2.09%)

Analysis last updated: Tuesday, July 1, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9395	6.07
$α$	0.0418	4.50
$β$	0.9127	51.99
$γ_{1}$	-0.0573	-0.70
$γ_{2}$	0.1247	1.06
$γ_{3}$	-0.0957	-1.59
$γ_{4}$	-0.0417	-0.81
$γ_{5}$	0.1290	2.01
$γ_{6}$	-0.0156	-0.23
$γ_{7}$	-0.1328	-1.95
$γ_{8}$	0.1680	2.47
$γ_{9}$	-0.1174	-1.60
$γ_{10}$	0.0450	0.70

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts