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

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Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:3.49% (-12.58%)

Analysis last updated: Tuesday, November 11, 2025 at 11:15 PM 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
$λ_{1}$	1.4283	14,283,390.00
$λ_{2}$	0.0133	132,680.00
$λ_{3}$	0.0000	100.00

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

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