V-Lab
Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:16.84% (-0.14%)
Analysis last updated: Saturday, December 21, 2024 at 12:07 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 14.59 | |
| 0.0307 | 16.22 | |
| 0.9238 | 468.70 | |
| 0.0672 | 13.81 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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