Procter & Gamble Hyg & Hlth Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.43% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9888 | 5.72 | |
| 0.1801 | 6.86 | |
| 0.6269 | 14.94 | |
| 0.1456 | 2.56 | |
| -0.2038 | -2.38 | |
| 0.0949 | 1.49 | |
| -0.0175 | -0.33 | |
| -0.0547 | -1.05 | |
| 0.0555 | 1.13 | |
| -0.0476 | -0.97 | |
| 0.0915 | 1.76 | |
| -0.1249 | -2.15 | |
| 0.0862 | 1.70 |
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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