Procter & Gamble Co/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.70% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 7.85 | |
| 0.1346 | 35.60 | |
| 0.9824 | 868.66 | |
| -0.0581 | -17.85 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Procter & Gamble Co/The Analyses
Other EGARCH Analyses on Equities