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

V-Lab

Procter & Gamble Co/The EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:16.77% (-0.46%)

Analysis last updated: Thursday, July 3, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0152	7.87
$α$	0.1356	35.59
$β$	0.9823	859.42
$γ$	-0.0589	-17.85

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts