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 Monday, November 10th, 2025:15.73% (-0.28%)

Analysis last updated: Saturday, November 8, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1027	7.37
$α$	0.0873	8.37
$β$	0.8362	45.04
$γ_{1}$	0.0060	0.20
$γ_{2}$	0.0431	0.95
$γ_{3}$	-0.1634	-4.90
$γ_{4}$	0.2035	6.39
$γ_{5}$	-0.1218	-3.40
$γ_{6}$	0.0399	1.08
$γ_{7}$	0.0117	0.36
$γ_{8}$	-0.0331	-1.08
$γ_{9}$	0.0140	0.61

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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