Procter & Gamble Co/The EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:18.70% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 7.91 | |
| 0.1352 | 35.62 | |
| 0.9824 | 869.42 | |
| -0.0578 | -17.64 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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