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

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

Volatility Prediction for Monday, October 20th, 2025:18.19% (+0.11%)

Analysis last updated: Friday, October 17, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0933	7.29
$α$	0.0871	8.35
$β$	0.8368	45.16
$γ_{1}$	0.0042	0.14
$γ_{2}$	0.0461	1.01
$γ_{3}$	-0.1654	-4.95
$γ_{4}$	0.2041	6.39
$γ_{5}$	-0.1209	-3.36
$γ_{6}$	0.0388	1.04
$γ_{7}$	0.0122	0.37
$γ_{8}$	-0.0324	-1.04
$γ_{9}$	0.0127	0.54

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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