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

V-Lab

| |

V-Lab

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

Volatility Prediction for Monday, October 7th, 2024:15.59% (-0.01%)

Analysis last updated: Friday, October 4, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0527	4.12
$α$	0.0655	37.13
$β$	0.9924	521.20
$ν$	5	10.30

Estimation Period:
Jan 2, 1990 to Oct 4, 2024