Procter & Gamble Co/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.53% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0542 | 7.13 | |
| 0.0870 | 8.37 | |
| 0.8355 | 44.77 | |
| -0.0069 | -0.23 | |
| 0.0624 | 1.40 | |
| -0.1763 | -5.42 | |
| 0.2191 | 7.07 | |
| -0.1399 | -4.07 | |
| 0.0546 | 1.51 | |
| 0.0043 | 0.13 | |
| -0.0338 | -0.97 | |
| 0.0259 | 0.49 |
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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