Procter & Gamble Co/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.48% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1042 | 7.43 | |
| 0.0871 | 8.37 | |
| 0.8358 | 44.90 | |
| 0.0078 | 0.26 | |
| 0.0384 | 0.87 | |
| -0.1586 | -4.86 | |
| 0.2033 | 6.51 | |
| -0.1274 | -3.66 | |
| 0.0474 | 1.30 | |
| 0.0057 | 0.18 | |
| -0.0298 | -1.01 | |
| 0.0127 | 0.58 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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