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 15th, 2025:35.27% (+0.35%)

Analysis last updated: Saturday, December 13, 2025 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9472	6.25
$α$	0.0415	4.36
$β$	0.9118	50.61
$γ_{1}$	-0.0527	-0.68
$γ_{2}$	0.1200	1.06
$γ_{3}$	-0.1017	-1.77
$γ_{4}$	-0.0292	-0.62
$γ_{5}$	0.1286	2.22
$γ_{6}$	-0.0379	-0.62
$γ_{7}$	-0.1032	-1.66
$γ_{8}$	0.1495	2.44
$γ_{9}$	-0.1135	-1.90
$γ_{10}$	0.0479	0.88

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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