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

V-Lab

Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:3.01% (-8.35%)

Analysis last updated: Saturday, May 31, 2025 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.4193	14,192,590.00
$λ_{2}$	0.0231	230,830.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts