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

V-Lab

Procter & Gamble Co/The Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:29.99% (-0.37%)

Analysis last updated: Wednesday, April 23, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0292	26.61
$α$	0.1881	70.61
$β$	0.8010	274.03
$γ$	0.1500	26.60
$δ$	0.6648	18.67

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts