V-Lab: HP Inc Spline-GARCH Volatility Analysis

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V-Lab

HP Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:42.16% (-0.65%)

Analysis last updated: Thursday, November 13, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8911	6.12
$α$	0.0452	4.86
$β$	0.9033	49.08
$γ_{1}$	-0.0779	-1.04
$γ_{2}$	0.1567	1.43
$γ_{3}$	-0.1158	-2.04
$γ_{4}$	-0.0301	-0.64
$γ_{5}$	0.1344	2.31
$γ_{6}$	-0.0367	-0.60
$γ_{7}$	-0.1161	-1.87
$γ_{8}$	0.1763	2.82
$γ_{9}$	-0.1662	-2.35
$γ_{10}$	0.1764	1.64

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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