For comparing stability of carbanion, we use the fact that "negative charge is stable on more electronegative atom." So, The stability order is, {electronegative order: $\mathrm{sp \gt sp^2 \gt sp^3}$} and therefore, $\ce{HC#C^- \gt H2C=C^-H \gt CH3-C^-H2}$.
My doubt is that, we generally say, carbanion is stable when there is less electron density on $\ce{C^-}$. In $\ce{HC#C^-}$, $\ce{C}$ is $\mathrm{sp}$ hybridized that means it is more electronegative, so it will pull electrons more as compared to other two. So, electron density order will be reverse of above order. And, $\ce{HC#C^-}$ will be least stable.
By, my thought, answer is completely opposite.
Please help me to get out of this doubt and please correct me if I said something wrong.