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

V-Lab

Procter & Gamble Co/The APARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:19.76% (-0.71%)

Analysis last updated: Friday, June 20, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0247	20.91
$α$	0.0753	35.62
$β$	0.9247	440.33
$γ$	0.4497	21.35
$δ$	1.0336	30.89

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts