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, December 8th, 2025:36.37% (-0.91%)

Analysis last updated: Saturday, December 6, 2025 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9111	6.10
$α$	0.0428	4.47
$β$	0.9086	49.62
$γ_{1}$	-0.0610	-0.79
$γ_{2}$	0.1301	1.15
$γ_{3}$	-0.1037	-1.80
$γ_{4}$	-0.0294	-0.62
$γ_{5}$	0.1287	2.22
$γ_{6}$	-0.0363	-0.59
$γ_{7}$	-0.1055	-1.69
$γ_{8}$	0.1510	2.46
$γ_{9}$	-0.1137	-1.89
$γ_{10}$	0.0474	0.87

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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