V-Lab: HP Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

HP Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.45% (-0.14%)

Analysis last updated: Monday, May 6, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8807	5.60
$α$	0.0384	4.25
$β$	0.9226	55.21
$γ_{1}$	-0.0896	-1.03
$γ_{2}$	0.1670	1.32
$γ_{3}$	-0.0939	-1.43
$γ_{4}$	-0.0684	-1.08
$γ_{5}$	0.1315	1.65
$γ_{6}$	0.0250	0.30
$γ_{7}$	-0.1708	-2.11
$γ_{8}$	0.1601	1.82
$γ_{9}$	-0.0619	-0.55
$γ_{10}$	-0.1094	-0.80

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts