Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.88%
increased by 0.24%
1 Week
23.84%
increased by 0.20%
1 Month
23.73%
increased by 0.09%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 14.85 | |
| 0.0309 | 16.72 | |
| 0.9270 | 495.20 | |
| 0.0607 | 13.25 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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