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 Thursday, April 17th, 2025:23.81% (-0.77%)

Analysis last updated: Wednesday, April 16, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0977	7.21
$α$	0.0885	8.39
$β$	0.8368	45.32
$γ_{1}$	0.0025	0.08
$γ_{2}$	0.0516	1.09
$γ_{3}$	-0.1708	-4.92
$γ_{4}$	0.2008	6.05
$γ_{5}$	-0.1083	-2.86
$γ_{6}$	0.0255	0.67
$γ_{7}$	0.0185	0.55
$γ_{8}$	-0.0289	-0.86
$γ_{9}$	0.0053	0.21

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts