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

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V-Lab

Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:0.86% (-0.91%)

Analysis last updated: Friday, March 7, 2025 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.2846	19.81
$λ_{2}$	0.1215	18.43
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts