Introduced by Gutman & Trinajstić in 1972, the two well-known Zagreb indices efficiently determine the total π-electron energy of alternant hydrocarbons. The hyper-Zagreb index is a variant of the classical first Zagreb index. A tree is an acyclic graphical structure. A segment in a tree is equivalent to a vertex of degree two. This paper derives sharp upper and lower bounds on the hyper-Zagreb index of trees with given number of segments. We also characterize the corresponding trees achieving those bounds. The second part of the paper studies the predictive potential of the hyper-Zagreb index for determining physicochemical properties such as the enthalpies of combustion, formation, sublimation, and vaporization of monocarboxylic acids. Our statistical analysis asserts that the hyper-Zagreb index correlates these physicochemical properties of monocarboxylic acids with correlation coefficient ρ>0.99. The strongest correlation by the hyper-Zagreb index was obtained with the enthalpy of combustion having correlation coefficient ρ=0.999991. This warrants the further employability of the hyper-Zagreb index in QSPR modeling. This potential applicability justifies the construction of the hyper-Zagreb graphical index whose motivation of defining was purely mathematical.