Procter & Gamble Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.28% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0283 | 12.49 | |
| 0.7962 | 83.87 | |
| 0.1137 | 23.54 | |
| 0.0259 | 2.03 | |
| 0.0876 | 2.25 | |
| 0.8965 | 19.61 |
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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