Procter & Gamble Health Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.26% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 19.73 | |
| 0.1602 | 16.18 | |
| 0.9528 | 385.76 | |
| 0.0337 | 3.95 |
Estimation Period:
Sep 16, 1994 to Feb 6, 2026
Sep 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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