Procter & Gamble Co/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.87% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1036 | 7.42 | |
| 0.0870 | 8.37 | |
| 0.8361 | 45.01 | |
| 0.0075 | 0.25 | |
| 0.0392 | 0.88 | |
| -0.1593 | -4.87 | |
| 0.2034 | 6.49 | |
| -0.1268 | -3.63 | |
| 0.0466 | 1.27 | |
| 0.0063 | 0.19 | |
| -0.0298 | -1.00 | |
| 0.0125 | 0.57 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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