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, August 28th, 2025:16.26% (-0.29%)

Analysis last updated: Wednesday, August 27, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1009	7.35
$α$	0.0877	8.36
$β$	0.8356	44.85
$γ_{1}$	0.0049	0.16
$γ_{2}$	0.0462	1.01
$γ_{3}$	-0.1666	-4.95
$γ_{4}$	0.2031	6.31
$γ_{5}$	-0.1173	-3.23
$γ_{6}$	0.0347	0.93
$γ_{7}$	0.0144	0.44
$γ_{8}$	-0.0313	-0.98
$γ_{9}$	0.0102	0.42

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts