Procter & Gamble Co/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:18.73% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1009 | 7.39 | |
| 0.0871 | 8.38 | |
| 0.8361 | 45.03 | |
| 0.0069 | 0.23 | |
| 0.0402 | 0.90 | |
| -0.1601 | -4.87 | |
| 0.2036 | 6.48 | |
| -0.1262 | -3.60 | |
| 0.0458 | 1.25 | |
| 0.0067 | 0.21 | |
| -0.0296 | -0.99 | |
| 0.0119 | 0.54 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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