V-Lab
V-Lab
Procter & Gamble Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:15.10% (-0.21%)
Analysis last updated: Friday, September 12, 2025 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Procter & Gamble Co/The GJR-GARCH
paramt-stat
ω0.023914.76
α0.030816.51
β0.9257484.16
γ0.063113.52
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts