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

V-Lab

Procter & Gamble Co/The APARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:15.97% (+0.38%)

Analysis last updated: Monday, September 15, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	20.87
$α$	0.0753	35.72
$β$	0.9247	441.58
$γ$	0.4466	21.38
$δ$	1.0331	30.91

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts