Procter & Gamble Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:15.75% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0287 | 12.58 | |
| 0.7958 | 83.55 | |
| 0.1133 | 23.42 | |
| 0.0256 | 2.03 | |
| 0.0867 | 2.27 | |
| 0.8975 | 19.93 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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