Procter & Gamble Hyg & Hlth AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.91% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1913 | 24.58 | |
| 0.1855 | 36.07 | |
| 0.7871 | 166.37 | |
| 0.0201 | 0.37 |
Estimation Period:
Sep 29, 1992 to Feb 6, 2026
Sep 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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