V-Lab
V-Lab
Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:21.10% (-0.53%)
Analysis last updated: Friday, March 21, 2025 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The GJR-GARCH
paramt-stat
ω0.023914.56
α0.030216.23
β0.9258479.92
γ0.064713.72
Estimation Period:
Jan 2, 1990 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts