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 Monday, November 24th, 2025:41.89% (+3.53%)

Analysis last updated: Saturday, November 22, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9398	6.20
$α$	0.0420	4.41
$β$	0.9110	50.61
$γ_{1}$	-0.0547	-0.70
$γ_{2}$	0.1226	1.08
$γ_{3}$	-0.1020	-1.76
$γ_{4}$	-0.0298	-0.62
$γ_{5}$	0.1286	2.20
$γ_{6}$	-0.0358	-0.58
$γ_{7}$	-0.1061	-1.69
$γ_{8}$	0.1514	2.45
$γ_{9}$	-0.1136	-1.87
$γ_{10}$	0.0471	0.85

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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