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 Friday, May 9th, 2025:22.61% (-1.07%)

Analysis last updated: Thursday, May 8, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0895	4.09
$α$	0.0647	37.70
$β$	0.9925	531.34
$ν$	5.2644	10.49

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