HP Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:37.36% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9349 | 6.95 | |
| 0.0390 | 4.52 | |
| 0.9217 | 58.18 | |
| -0.0514 | -0.91 | |
| 0.1272 | 1.47 | |
| -0.1546 | -2.93 | |
| 0.0701 | 1.65 | |
| 0.0940 | 2.26 | |
| -0.1665 | -3.64 | |
| 0.1384 | 2.92 | |
| -0.0939 | -1.49 | |
| 0.0850 | 0.96 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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