Procter & Gamble Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:16.98% (-0.52%)
Parameter Estimates
param | t-stat | |
---|---|---|
66 | ||
0.0286 | 12.51 | |
0.7954 | 83.43 | |
0.1143 | 23.47 | |
0.0257 | 2.04 | |
0.0876 | 2.27 | |
0.8966 | 19.75 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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