Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.54% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 14.79 | |
| 0.0305 | 16.51 | |
| 0.9265 | 489.42 | |
| 0.0621 | 13.47 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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