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

V-Lab

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

Volatility Prediction for Monday, June 2nd, 2025:18.56% (-0.21%)

Analysis last updated: Saturday, May 31, 2025 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0522	4.11
$α$	0.0650	36.89
$β$	0.9923	512.79
$ν$	5.2613	10.28

Estimation Period:
Jan 2, 1990 to May 30, 2025