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

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V-Lab

Procter & Gamble Co/The EGARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:16.31% (+0.01%)

Analysis last updated: Friday, July 26, 2024 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0151	7.36
$α$	0.1360	35.02
$β$	0.9825	839.05
$γ$	-0.0609	-17.88

Estimation Period:
Jan 2, 1990 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts