V-Lab
Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:16.26% (-0.02%)
Analysis last updated: Friday, October 4, 2024 at 10:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 14.53 | |
| 0.0308 | 16.25 | |
| 0.9235 | 466.67 | |
| 0.0676 | 13.80 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
Other Procter & Gamble Co/The Analyses