Procter & Gamble Co/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
23.61%
increased by 0.30%
1 Week
23.60%
increased by 0.29%
1 Month
23.55%
increased by 0.24%
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 | |
|---|---|---|
| 2.0527 | 4.13 | |
| 0.0631 | 37.09 | |
| 0.9926 | 539.76 | |
| 5.3314 | 10.15 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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