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	param	t-stat
$ω$	1.0880	7.35
$α$	0.0874	8.39
$β$	0.8349	44.69
$γ_{1}$	-0.0009	-0.03
$γ_{2}$	0.0557	1.25
$γ_{3}$	-0.1759	-5.36
$γ_{4}$	0.2182	6.99
$γ_{5}$	-0.1368	-3.94
$γ_{6}$	0.0511	1.40
$γ_{7}$	0.0063	0.19
$γ_{8}$	-0.0329	-0.91
$γ_{9}$	0.0193	0.35

V-Lab

Procter & Gamble Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:16.53% (+0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Procter & Gamble Co/The Analyses