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 30th, 2025:17.04% (-0.08%)

Analysis last updated: Friday, June 27, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0429	4.12
$α$	0.0649	36.83
$β$	0.9922	512.52
$ν$	5.2720	10.21

Estimation Period:
Jan 2, 1990 to Jun 27, 2025