Procter & Gamble Co/The MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
24.68%
increased by 3.69%
1 Week
24.28%
increased by 3.29%
1 Month
23.81%
increased by 2.82%
Analysis last updated: Thursday, June 25, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0280 | 12.50 | |
| 0.7931 | 83.14 | |
| 0.1136 | 23.79 | |
| 0.0289 | 1.94 | |
| 0.0980 | 2.20 | |
| 0.8845 | 16.85 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
Other Procter & Gamble Co/The Analyses
Other MF2-GARCH Analyses on Equities