Procter & Gamble Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:25.28% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0288 | 12.66 | |
| 0.7930 | 83.10 | |
| 0.1142 | 23.61 | |
| 0.0276 | 2.00 | |
| 0.0931 | 2.24 | |
| 0.8901 | 18.20 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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