Procter & Gamble Co/The GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
22.59%
increased by 1.78%
1 Week
22.55%
increased by 1.74%
1 Month
22.42%
increased by 1.61%
Analysis last updated: Monday, May 4, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 16.15 | |
| 0.0581 | 35.79 | |
| 0.9300 | 488.44 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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