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 Thursday, April 17th, 2025:26.83% (-0.19%)

Analysis last updated: Wednesday, April 16, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0927	4.09
$α$	0.0647	37.86
$β$	0.9926	532.78
$ν$	5.2617	10.52

Estimation Period:
Jan 2, 1990 to Apr 11, 2025