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

V-Lab

Procter & Gamble Co/The APARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:17.52% (+0.69%)

Analysis last updated: Friday, July 11, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0247	20.89
$α$	0.0755	35.70
$β$	0.9245	440.65
$γ$	0.4464	21.33
$δ$	1.0367	30.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts