V-Lab: Procter & Gamble Co/The AGARCH Volatility Analysis

V-Lab

Procter & Gamble Co/The AGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:19.17% (+2.43%)

Analysis last updated: Monday, July 14, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0162	8.00
$α$	0.0689	42.69
$β$	0.9146	490.11
$γ$	0.4762	18.55

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts