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

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V-Lab

Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:1.92% (-1.33%)

Analysis last updated: Saturday, December 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.1510	15.69
$λ_{2}$	0.2191	15.10
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts