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

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Procter & Gamble Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:16.86% (+1.21%)

Analysis last updated: Monday, November 3, 2025 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0577	7.09
$α$	0.0872	8.37
$β$	0.8366	45.23
$γ_{1}$	-0.0079	-0.26
$γ_{2}$	0.0661	1.44
$γ_{3}$	-0.1809	-5.43
$γ_{4}$	0.2189	6.91
$γ_{5}$	-0.1336	-3.77
$γ_{6}$	0.0471	1.28
$γ_{7}$	0.0081	0.24
$γ_{8}$	-0.0306	-0.82
$γ_{9}$	0.0092	0.16

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts