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

V-Lab

Procter & Gamble Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:18.03% (-0.35%)

Analysis last updated: Friday, September 19, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0885	7.30
$α$	0.0872	8.36
$β$	0.8369	45.30
$γ_{1}$	-0.0031	-0.10
$γ_{2}$	0.0607	1.33
$γ_{3}$	-0.1801	-5.37
$γ_{4}$	0.2173	6.80
$γ_{5}$	-0.1302	-3.63
$γ_{6}$	0.0433	1.17
$γ_{7}$	0.0112	0.33
$γ_{8}$	-0.0334	-0.87
$γ_{9}$	0.0186	0.31

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts