Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.34% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 14.86 | |
| 0.0311 | 16.70 | |
| 0.9263 | 489.05 | |
| 0.0616 | 13.32 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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