Procter & Gamble Health Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.10% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2983 | 18.44 | |
| 0.1261 | 15.74 | |
| 0.8206 | 163.80 | |
| -0.0246 | -1.95 |
Estimation Period:
Sep 16, 1994 to Feb 13, 2026
Sep 16, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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