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 Tuesday, March 11th, 2025:17.96% (-0.91%)

Analysis last updated: Tuesday, March 11, 2025 at 02:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0453	4.12
$α$	0.0645	37.20
$β$	0.9924	520.65
$ν$	5	10.32

Estimation Period:
Jan 2, 1990 to Mar 7, 2025