V-Lab
Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 4th, 2024:19.22% (+3.83%)
Analysis last updated: Tuesday, December 3, 2024 at 11:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 14.57 | |
| 0.0305 | 16.18 | |
| 0.9234 | 467.09 | |
| 0.0682 | 13.96 |
Estimation Period:
Jan 2, 1990 to Nov 29, 2024
Jan 2, 1990 to Nov 29, 2024
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