Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.26% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 14.79 | |
| 0.0305 | 16.50 | |
| 0.9264 | 489.15 | |
| 0.0622 | 13.49 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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