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

V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:39.09% (-0.57%)

Analysis last updated: Thursday, May 8, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9368	6.04
$α$	0.0428	4.60
$β$	0.9103	50.69
$γ_{1}$	-0.0582	-0.71
$γ_{2}$	0.1250	1.05
$γ_{3}$	-0.0925	-1.53
$γ_{4}$	-0.0464	-0.88
$γ_{5}$	0.1289	1.96
$γ_{6}$	-0.0081	-0.12
$γ_{7}$	-0.1419	-2.05
$γ_{8}$	0.1724	2.47
$γ_{9}$	-0.1169	-1.53
$γ_{10}$	0.0433	0.66

Estimation Period:
Jan 2, 1990 to May 2, 2025

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Volatility Forecasts

Volatility Forecasts