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

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Procter & Gamble Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:22.31% (-1.60%)

Analysis last updated: Thursday, December 11, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0288	12.59
$β$	0.7962	83.23
$γ$	0.1128	23.28
$λ_{1}$	0.0255	2.03
$λ_{2}$	0.0867	2.26
$λ_{3}$	0.8976	19.94

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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