Procter & Gamble Co/The APARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
21.01%
decreased by 0.33%
1 Week
21.15%
decreased by 0.19%
1 Month
21.65%
increased by 0.31%
Analysis last updated: Tuesday, June 16, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 20.89 | |
| 0.0747 | 35.88 | |
| 0.9253 | 445.94 | |
| 0.4418 | 21.49 | |
| 1.0249 | 30.85 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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