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

Skip to main content

V-Lab

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

Volatility Prediction for Thursday, December 18th, 2025:20.67% (+0.75%)

Analysis last updated: Wednesday, December 17, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1058	7.40
$α$	0.0871	8.37
$β$	0.8364	45.11
$γ_{1}$	0.0073	0.24
$γ_{2}$	0.0406	0.90
$γ_{3}$	-0.1614	-4.87
$γ_{4}$	0.2034	6.42
$γ_{5}$	-0.1241	-3.50
$γ_{6}$	0.0431	1.17
$γ_{7}$	0.0088	0.27
$γ_{8}$	-0.0304	-1.00
$γ_{9}$	0.0120	0.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts