Procter & Gamble Co/The MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
22.99%
decreased by 1.39%
1 Week
22.72%
decreased by 1.66%
1 Month
22.27%
decreased by 2.11%
Analysis last updated: Tuesday, May 12, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0286 | 12.65 | |
| 0.7927 | 82.84 | |
| 0.1133 | 23.63 | |
| 0.0285 | 1.96 | |
| 0.0964 | 2.21 | |
| 0.8862 | 17.25 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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