Procter & Gamble Hyg & Hlth MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.25% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1731 | 22.30 | |
| 0.6305 | 64.26 | |
| 0.0079 | 0.53 | |
| 0.0015 | 1.48 | |
| 0.0035 | 5.28 | |
| 0.9958 | 1,070.71 |
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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