Procter & Gamble Co/The EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.50%
decreased by 0.69%
1 Week
22.56%
decreased by 0.63%
1 Month
22.78%
decreased by 0.41%
Analysis last updated: Saturday, June 13, 2026 at 12:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 7.98 | |
| 0.1343 | 35.73 | |
| 0.9825 | 878.84 | |
| -0.0572 | -17.69 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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