Procter & Gamble Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:16.73% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0284 | 12.49 | |
| 0.7960 | 83.76 | |
| 0.1137 | 23.52 | |
| 0.0257 | 2.03 | |
| 0.0871 | 2.26 | |
| 0.8971 | 19.79 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Procter & Gamble Co/The Analyses
Other MF2-GARCH Analyses on Equities