Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:20.36% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 14.76 | |
| 0.0307 | 16.53 | |
| 0.9262 | 486.68 | |
| 0.0623 | 13.41 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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