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Procter & Gamble Hyg & Hlth Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.34% (+0.30%)
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 SGARCH
paramt-stat
ω3.18026.08
α0.18056.89
β0.627615.11
γ10.17703.17
γ2-0.2530-3.00
γ30.12401.97
γ4-0.0325-0.62
γ5-0.0539-1.04
γ60.06561.34
γ7-0.0648-1.32
γ80.11682.17
γ9-0.1703-2.49
γ100.19521.96
Estimation Period:
Sep 29, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts