Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:22.51% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 14.78 | |
| 0.0307 | 16.51 | |
| 0.9263 | 488.29 | |
| 0.0623 | 13.44 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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