Procter & Gamble Co/The Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.88%
increased by 6.33%
1 Week
27.17%
increased by 5.62%
1 Month
25.32%
increased by 3.77%
Analysis last updated: Friday, June 5, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0871 | 7.43 | |
| 0.0863 | 8.37 | |
| 0.8359 | 44.75 | |
| 0.0015 | 0.05 | |
| 0.0492 | 1.14 | |
| -0.1687 | -5.28 | |
| 0.2171 | 7.12 | |
| -0.1437 | -4.30 | |
| 0.0599 | 1.68 | |
| 0.0023 | 0.07 | |
| -0.0405 | -1.21 | |
| 0.0584 | 1.14 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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