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 Monday, October 13th, 2025:16.21% (-0.26%)

Analysis last updated: Saturday, October 11, 2025 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0286	12.50
$β$	0.7954	83.36
$γ$	0.1141	23.45
$λ_{1}$	0.0258	2.03
$λ_{2}$	0.0879	2.26
$λ_{3}$	0.8961	19.62

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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