Procter & Gamble Co/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:18.19% (+0.11%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.0933 | 7.29 | |
0.0871 | 8.35 | |
0.8368 | 45.16 | |
0.0042 | 0.14 | |
0.0461 | 1.01 | |
-0.1654 | -4.95 | |
0.2041 | 6.39 | |
-0.1209 | -3.36 | |
0.0388 | 1.04 | |
0.0122 | 0.37 | |
-0.0324 | -1.04 | |
0.0127 | 0.54 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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