{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0176	4.64***
α ARCH Response to squared shocks	0.0212	22.31***
β GARCH Volatility persistence	0.9612	1,288.49***
γ leverage Additional response to negative shocks	0.0352	18.63***

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Procter & Gamble Co/The Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses