Procter & Gamble Co/The AGARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
20.48%
decreased by 0.75%
1 Week
20.53%
decreased by 0.70%
1 Month
20.70%
decreased by 0.53%
Analysis last updated: Saturday, May 2, 2026 at 02:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 8.35 | |
| 0.0681 | 42.86 | |
| 0.9155 | 497.28 | |
| 0.4690 | 18.62 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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