{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0203	10.18***
α ARCH Response to squared shocks	0.0377	12.21***
β GARCH Volatility persistence	0.9612	311.79***

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Procter & Gamble Co/The Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses