Procter & Gamble Hyg & Hlth Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.34% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1802 | 6.08 | |
| 0.1805 | 6.89 | |
| 0.6276 | 15.11 | |
| 0.1770 | 3.17 | |
| -0.2530 | -3.00 | |
| 0.1240 | 1.97 | |
| -0.0325 | -0.62 | |
| -0.0539 | -1.04 | |
| 0.0656 | 1.34 | |
| -0.0648 | -1.32 | |
| 0.1168 | 2.17 | |
| -0.1703 | -2.49 | |
| 0.1952 | 1.96 |
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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