Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:17.33% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 14.77 | |
| 0.0308 | 16.55 | |
| 0.9260 | 485.56 | |
| 0.0625 | 13.41 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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