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

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V-Lab

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

Volatility Prediction for Wednesday, February 5th, 2025:19.92% (-1.11%)

Analysis last updated: Tuesday, February 4, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0987	7.23
$α$	0.0910	8.44
$β$	0.8313	43.89
$γ_{1}$	0.0015	0.05
$γ_{2}$	0.0540	1.13
$γ_{3}$	-0.1726	-4.95
$γ_{4}$	0.1984	5.94
$γ_{5}$	-0.1016	-2.66
$γ_{6}$	0.0182	0.48
$γ_{7}$	0.0243	0.72
$γ_{8}$	-0.0343	-1.01
$γ_{9}$	0.0103	0.40

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

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Volatility Forecasts