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Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:16.08% (-0.41%)
Analysis last updated: Saturday, November 15, 2025 at 12:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The GJR-GARCH
paramt-stat
ω0.023714.76
α0.030816.53
β0.9261486.41
γ0.062313.40
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts