V-Lab: HP Inc Spline-GARCH Volatility Analysis

V-Lab

HP Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:42.91% (-0.58%)

Analysis last updated: Thursday, July 3, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8863	5.91
$α$	0.0443	4.95
$β$	0.9083	52.08
$γ_{1}$	-0.0818	-1.03
$γ_{2}$	0.1607	1.40
$γ_{3}$	-0.1112	-1.87
$γ_{4}$	-0.0390	-0.76
$γ_{5}$	0.1324	2.06
$γ_{6}$	-0.0158	-0.23
$γ_{7}$	-0.1440	-2.13
$γ_{8}$	0.1978	2.82
$γ_{9}$	-0.1828	-2.16
$γ_{10}$	0.2088	1.53

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts