Mat_1:18 Now the birth of Jesus Christ was on this wise: When as his mother Mary was espoused to Joseph, before they came together, she was found with child of the Holy Ghost.
Mat_1:20 But while he thought on these things, behold, the angel of the Lord appeared unto him in a dream, saying, Joseph, thou son of David, fear not to take unto thee Mary thy wife: for that which is conceived in her is of the Holy Ghost.
The act of divine conception was from, through and made possible by the Holy Spirit. That does not mean that the Holy Spirit is Jesus' Father.
Jesus said:
"And I will ask the Father, and he will give you another advocate to help you and be with you forever—17 the Spirit of truth." John 14:16-17
26 But the Advocate, the Holy Spirit, whom the Father will send in my name, will teach you all things and will remind you of everything I have said to you. John 14:26
“When the Advocate comes, whom I will send to you from the Father—the Spirit of truth who goes out from the Father—he will testify about me.. John 15:26
He told his disciples to baptise in the name of the Father, the Son and the Holy Spirit, Matthew 28:19, and always referred to the Spirit being sent by, or coming from, the Father. Nowhere does he say, "my Father, who IS the Holy Spirit ......."
Paul blessed the Corinthians in the name of the Father, the Son and the Holy Spirit, 2 Corinthians 13:14. It is through the Spirit that we can call God Father, Romans 8:15