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, January 14th, 2025:19.43% (-1.01%)

Analysis last updated: Monday, January 13, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0518	4.12
$α$	0.0650	37.06
$β$	0.9923	520.64
$ν$	5	10.25

Estimation Period:
Jan 2, 1990 to Jan 10, 2025