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 Tuesday, July 1st, 2025:15.62% (-0.41%)

Analysis last updated: Monday, June 30, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0993	7.28
$α$	0.0883	8.40
$β$	0.8360	45.23
$γ_{1}$	0.0039	0.12
$γ_{2}$	0.0484	1.04
$γ_{3}$	-0.1683	-4.92
$γ_{4}$	0.2023	6.19
$γ_{5}$	-0.1139	-3.08
$γ_{6}$	0.0313	0.83
$γ_{7}$	0.0158	0.47
$γ_{8}$	-0.0302	-0.92
$γ_{9}$	0.0082	0.33

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts