V-Lab
Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:20.13% (-0.63%)
Analysis last updated: Tuesday, March 11, 2025 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 14.56 | |
| 0.0302 | 16.19 | |
| 0.9256 | 479.35 | |
| 0.0651 | 13.75 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025
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