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

V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:37.34% (-0.98%)

Analysis last updated: Friday, May 9, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9284	6.06
$α$	0.0446	4.71
$β$	0.9052	48.82
$γ_{1}$	-0.0598	-0.74
$γ_{2}$	0.1271	1.08
$γ_{3}$	-0.0937	-1.58
$γ_{4}$	-0.0454	-0.88
$γ_{5}$	0.1297	2.02
$γ_{6}$	-0.0113	-0.17
$γ_{7}$	-0.1383	-2.03
$γ_{8}$	0.1705	2.49
$γ_{9}$	-0.1170	-1.56
$γ_{10}$	0.0443	0.68

Estimation Period:
Jan 2, 1990 to May 9, 2025

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