Procter & Gamble Hyg & Hlth EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.39% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1004 | 23.77 | |
| 0.2985 | 46.96 | |
| 0.9415 | 319.69 | |
| -0.0035 | -0.53 |
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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