Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:18.96% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 14.80 | |
| 0.0307 | 16.52 | |
| 0.9264 | 488.59 | |
| 0.0620 | 13.42 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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