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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9199	6.96***
α ARCH Response to squared shocks	0.0401	4.48***
β GARCH Volatility persistence	0.9180	56.11***

γ₁	-0.0428	-0.78
γ₂	0.1102	1.31
γ₃	-0.1444	-2.79***
γ₄	0.0754	1.78*
γ₅	0.0774	1.89*
γ₆	-0.1497	-3.36***
γ₇	0.1234	2.86***
γ₈	-0.0688	-1.46
γ₉	0.0198	0.46

V-Lab

HP Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other HP Inc Analyses