Procter & Gamble Co/The APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.62%
decreased by 0.75%
1 Week
21.74%
decreased by 0.63%
1 Month
22.18%
decreased by 0.19%
Analysis last updated: Thursday, May 21, 2026 at 02:49 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 20.86 | |
| 0.0748 | 35.88 | |
| 0.9252 | 445.00 | |
| 0.4391 | 21.40 | |
| 1.0269 | 30.84 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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