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 Monday, June 2nd, 2025:16.44% (-0.13%)

Analysis last updated: Saturday, May 31, 2025 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0992	7.26
$α$	0.0886	8.41
$β$	0.8360	45.29
$γ_{1}$	0.0034	0.11
$γ_{2}$	0.0497	1.06
$γ_{3}$	-0.1695	-4.92
$γ_{4}$	0.2016	6.13
$γ_{5}$	-0.1113	-2.98
$γ_{6}$	0.0287	0.76
$γ_{7}$	0.0169	0.50
$γ_{8}$	-0.0294	-0.89
$γ_{9}$	0.0066	0.26

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts