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 13th, 2025:15.99% (-0.31%)

Analysis last updated: Saturday, October 11, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0963	7.30
$α$	0.0874	8.38
$β$	0.8364	45.15
$γ_{1}$	0.0046	0.15
$γ_{2}$	0.0453	0.99
$γ_{3}$	-0.1647	-4.92
$γ_{4}$	0.2034	6.35
$γ_{5}$	-0.1203	-3.33
$γ_{6}$	0.0381	1.02
$γ_{7}$	0.0128	0.39
$γ_{8}$	-0.0328	-1.05
$γ_{9}$	0.0129	0.55

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

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