Procter & Gamble Co/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
26.41%
increased by 1.85%
1 Week
26.36%
increased by 1.80%
1 Month
26.17%
increased by 1.61%
Analysis last updated: Thursday, June 25, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0452 | 4.14 | |
| 0.0631 | 36.96 | |
| 0.9926 | 537.10 | |
| 5.3325 | 10.11 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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