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

V-Lab

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

Volatility Prediction for Friday, May 9th, 2025:18.33% (-0.78%)

Analysis last updated: Thursday, May 8, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0974	7.21
$α$	0.0883	8.40
$β$	0.8374	45.57
$γ_{1}$	0.0026	0.08
$γ_{2}$	0.0511	1.08
$γ_{3}$	-0.1704	-4.91
$γ_{4}$	0.2011	6.06
$γ_{5}$	-0.1093	-2.89
$γ_{6}$	0.0266	0.70
$γ_{7}$	0.0178	0.53
$γ_{8}$	-0.0286	-0.85
$γ_{9}$	0.0053	0.21

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts