Procter & Gamble Co/The Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
21.05%
decreased by 0.37%
1 Week
21.12%
decreased by 0.30%
1 Month
21.37%
decreased by 0.05%
Analysis last updated: Friday, May 15, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 28.95 | |
| 0.1395 | 42.37 | |
| 0.8048 | 307.28 | |
| 0.0786 | 12.40 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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