Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
19.51%
decreased by 0.49%
1 Week
19.58%
decreased by 0.42%
1 Month
19.84%
decreased by 0.16%
Analysis last updated: Friday, May 22, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 14.93 | |
| 0.0311 | 16.76 | |
| 0.9267 | 491.89 | |
| 0.0605 | 13.16 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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