V-Lab
Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.18% (+0.23%)
Analysis last updated: Friday, April 26, 2024 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 14.10 | |
| 0.0302 | 15.95 | |
| 0.9243 | 469.68 | |
| 0.0681 | 13.73 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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