V-Lab
V-Lab
Procter & Gamble Co/The GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:23.08% (-0.47%)
Analysis last updated: Tuesday, May 20, 2025 at 02:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The GARCH
paramt-stat
ω0.020815.94
α0.058635.51
β0.9297482.46
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts