V-Lab: Procter & Gamble Co/The Zero Slope Spline-GARCH Volatility Analysis

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Procter & Gamble Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:17.11% (-0.12%)

Analysis last updated: Thursday, December 4, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0949	7.31
$α$	0.0875	8.38
$β$	0.8355	44.84
$γ_{1}$	0.0053	0.17
$γ_{2}$	0.0436	0.96
$γ_{3}$	-0.1631	-4.90
$γ_{4}$	0.2037	6.41
$γ_{5}$	-0.1228	-3.44
$γ_{6}$	0.0412	1.11
$γ_{7}$	0.0105	0.32
$γ_{8}$	-0.0320	-1.05
$γ_{9}$	0.0131	0.58

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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