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

V-Lab

Procter & Gamble Co/The GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:15.56% (+0.02%)

Analysis last updated: Friday, July 11, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0213	16.10
$α$	0.0593	35.71
$β$	0.9286	477.66

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts