Procter & Gamble Hyg & Hlth GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.13% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1764 | 21.85 | |
| 0.1581 | 22.35 | |
| 0.7992 | 160.58 | |
| 0.0385 | 3.49 |
Estimation Period:
Sep 29, 1992 to Feb 13, 2026
Sep 29, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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