V-Lab: Procter & Gamble Co/The Asy. MEM Volatility Analysis

V-Lab

Procter & Gamble Co/The Asy. MEM Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:16.48% (-0.01%)

Analysis last updated: Thursday, July 10, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0351	28.75
$α$	0.1403	41.66
$β$	0.8032	302.30
$γ$	0.0806	12.49

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts