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 Thursday, November 13th, 2025:35.89% (-0.29%)

Analysis last updated: Wednesday, November 12, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9407	6.24
$α$	0.0424	4.44
$β$	0.9092	49.67
$γ_{1}$	-0.0546	-0.70
$γ_{2}$	0.1221	1.08
$γ_{3}$	-0.1009	-1.76
$γ_{4}$	-0.0314	-0.66
$γ_{5}$	0.1292	2.22
$γ_{6}$	-0.0348	-0.56
$γ_{7}$	-0.1080	-1.73
$γ_{8}$	0.1533	2.49
$γ_{9}$	-0.1161	-1.89
$γ_{10}$	0.0495	0.89

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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