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

V-Lab

Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:0.86% (-0.38%)

Analysis last updated: Thursday, July 3, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.2852	19.75
$λ_{2}$	0.1227	18.37
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts