Procter & Gamble Hyg & Hlth GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.41% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4828 | 3.51 | |
| 0.1193 | 33.71 | |
| 0.9777 | 152.20 | |
| 3.1783 | 23.22 |
Estimation Period:
Sep 29, 1992 to Feb 6, 2026
Sep 29, 1992 to Feb 6, 2026
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