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 19th, 2025:15.66% (-0.54%)

Analysis last updated: Tuesday, November 18, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0281	12.38
$β$	0.7950	83.31
$γ$	0.1146	23.57
$λ_{1}$	0.0262	2.01
$λ_{2}$	0.0894	2.25
$λ_{3}$	0.8943	19.12

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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