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

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V-Lab

Procter & Gamble Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:15.11% (-0.07%)

Analysis last updated: Saturday, December 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0360	4.13
$α$	0.0651	37.00
$β$	0.9923	517.90
$ν$	5	10.23

Estimation Period:
Jan 2, 1990 to Dec 20, 2024