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

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V-Lab

Procter & Gamble Co/The APARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:20.41% (-0.29%)

Analysis last updated: Friday, March 21, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0245	20.77
$α$	0.0748	35.18
$β$	0.9252	438.90
$γ$	0.4531	21.35
$δ$	1.0431	31.04

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts