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

V-Lab

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

Volatility Prediction for Wednesday, September 17th, 2025:15.35% (+0.04%)

Analysis last updated: Tuesday, September 16, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0685	7.09
$α$	0.0878	8.37
$β$	0.8357	44.93
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0521	1.13
$γ_{3}$	-0.1676	-4.98
$γ_{4}$	0.2040	6.35
$γ_{5}$	-0.1197	-3.30
$γ_{6}$	0.0394	1.06
$γ_{7}$	0.0088	0.27
$γ_{8}$	-0.0277	-0.88
$γ_{9}$	0.0092	0.39

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts