Procter & Gamble Co/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.10%
decreased by 0.42%
1 Week
21.12%
decreased by 0.40%
1 Month
21.22%
decreased by 0.30%
Analysis last updated: Thursday, May 21, 2026 at 02:50 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0414 | 4.15 | |
| 0.0633 | 36.80 | |
| 0.9925 | 533.32 | |
| 5.3389 | 10.06 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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