V-Lab: Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:16.98% (-0.52%)

Analysis last updated: Friday, October 17, 2025 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0286	12.51
$β$	0.7954	83.43
$γ$	0.1143	23.47
$λ_{1}$	0.0257	2.04
$λ_{2}$	0.0876	2.27
$λ_{3}$	0.8966	19.75

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts