No. It doesn't support HDR.
From Apple's Tech Specs for the MacBook Pro it supports "Wide Color P3"
HDR (Rec 2020 or BT 2020) is a color space "outside" P3 (as in more of it. So, purchasing an HDR monitor now, you wouldn't be able to utilize it to it's full capability
To utilize HDR, you would need a capable monitor, source and content.