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

V-Lab

Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.84% (-0.38%)

Analysis last updated: Friday, June 27, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0287	12.35
$β$	0.8055	89.55
$γ$	0.1139	23.24
$λ_{1}$	0.0136	2.49
$λ_{2}$	0.0485	2.78
$λ_{3}$	0.9432	46.74

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts