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 Wednesday, February 5th, 2025:21.13% (-0.99%)

Analysis last updated: Tuesday, February 4, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0559	4.12
$α$	0.0649	37.22
$β$	0.9924	522.30
$ν$	5	10.29

Estimation Period:
Jan 2, 1990 to Jan 31, 2025