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

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Procter & Gamble Co/The APARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:17.29% (-0.70%)

Analysis last updated: Wednesday, October 22, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	20.84
$α$	0.0753	35.72
$β$	0.9247	441.82
$γ$	0.4440	21.35
$δ$	1.0329	30.87

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

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