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Procter & Gamble Hyg & Hlth Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.43% (+0.36%)
Analysis last updated: Thursday, February 12, 2026 at 09:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Hyg & Hlth S0GARCH
paramt-stat
ω2.98885.72
α0.18016.86
β0.626914.94
γ10.14562.56
γ2-0.2038-2.38
γ30.09491.49
γ4-0.0175-0.33
γ5-0.0547-1.05
γ60.05551.13
γ7-0.0476-0.97
γ80.09151.76
γ9-0.1249-2.15
γ100.08621.70
Estimation Period:
Sep 29, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts