Procter & Gamble Co/The Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.76%
decreased by 0.93%
1 Week
23.56%
decreased by 1.13%
1 Month
23.07%
decreased by 1.62%
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 | |
|---|---|---|
| 1.0852 | 7.42 | |
| 0.0860 | 8.37 | |
| 0.8362 | 44.83 | |
| 0.0010 | 0.03 | |
| 0.0500 | 1.15 | |
| -0.1691 | -5.29 | |
| 0.2173 | 7.13 | |
| -0.1438 | -4.31 | |
| 0.0600 | 1.68 | |
| 0.0022 | 0.07 | |
| -0.0402 | -1.20 | |
| 0.0570 | 1.12 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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