"HD"
is a term that Hoya uses... implying "high definition", though they aren't any more special than other filters.
Rule of thumb when directly shooting sunsets and sunrises: USE NO FILTERS at all. Filters will cause flare effects and will ruin your shot.
Sunset example with NO filter (Canon EF 20mm f/2.8 lens)....
The most generally useful filter for landscape and scenic photography... among other things... is a Circular Polarizer. It enhances the blue of the sky and saturation of colors by reducing or eliminating reflections. For the image of the fishing boats below, with the sun high overhead and slightly behind me, almost perfectly 90 degrees from the direction I was shooting so that the filter's effect is at it's strongest, I actually dialed down the effect of a C-Pol because I didn't want to completely eliminate the reflections of the boats on the water (same 20mm lens as above, although on a different camera):
BUT, a C-Pol has multiple layers of glass, making it one of the most prone to causing flare and other problems when directly shooting a sunrise or sunset. A C-Pol also will have no positive effect, shooting directly at the sun. Not to mention, for the first shot above, even if the filter were effective, one of the last things I'd have wanted was to reduce the reflections of the sunset off the water and wet sand and rocks.
Here's a test shot where I deliberately used a high quality, multi-coated C-Pol to shoot a sunset, just to see what problems it would cause:
The results is a bit hard to see at Internet sizes and resolution... but the filter caused overall "veiling" flare that significantly reduced contrast and color saturation. It also causes a number of "ghost" flare artifacts in the image. And it might have amplified some chromatic aberrations in the image. (Also note that there is no polarizing effect, so nothing positive about using the filter when the light source... the sun... isn't at some tangent to the direction I'm photographing)....
I worked on the above image in Photoshop... boosting contrast and color saturation A LOT... retouching ghost flare artifacts and correcting chromatic aberration as best I could. (Also correcting some under-exposure, though that's unrelated to the filter.) It actually came out better than I expected:
HOWEVER, it could have been better and I would have avoided all that extra work simply by removing the filter!
So, the rule of thumb when shooting sunsets and sunrises is: USE NO FILTER.
Previous responses about "ND" filters are correct. An even, ideally perfectly neutral gray tonality all over, Neutral Density filters are used to allow slower shutter speeds and or larger apertures than would normally be possible, given the ISO range limitations of the camera. For example, a several second long exposure (to blur moving water or other movement) may be impossible in broad sunlight at ISO 100, even at your smallest lens aperture... but a 6, 8 or 10-stop ND filter can be used. Similarly, making portraits you might want an extra large aperture for strong background blur, but are unable to use it in broad sunlight due to the limits of your camera's lowest ISO and fastest shutter speed... Once again, a strong ND filter can make those shots possible.
"Graduated ND" filters are another type of filter we had to use with film. Half of those filters are clear, while the other half is a weaker gray... usually one or two... maybe three stops at most. Grad NDs are used to "hold back" the sky and deepen the blue, better balancing it with the rest of the scene. Frankly, these types of filters are no longer needed with digital. It's easy to do selective adjustments to image or use a multi-image technique instead. The results are much better than was ever possible with Grad ND filters. I still have a set of them in case I want to shoot film sometime, but they are mostly just gathering dust because I don't use them at all for digital.