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

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V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:28.51% (-0.44%)

Analysis last updated: Tuesday, February 4, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9329	5.93
$α$	0.0439	4.79
$β$	0.9094	51.58
$γ_{1}$	-0.0644	-0.77
$γ_{2}$	0.1335	1.10
$γ_{3}$	-0.0926	-1.50
$γ_{4}$	-0.0522	-0.94
$γ_{5}$	0.1317	1.89
$γ_{6}$	-0.0027	-0.04
$γ_{7}$	-0.1506	-2.06
$γ_{8}$	0.1800	2.44
$γ_{9}$	-0.1280	-1.58
$γ_{10}$	0.0567	0.84

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

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Volatility Forecasts

Volatility Forecasts