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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0345	28.84***
α ARCH Response to squared shocks	0.1390	42.47***
β GARCH Volatility persistence	0.8062	310.57***
γ leverage Additional response to negative shocks	0.0775	12.35***

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Procter & Gamble Co/The Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses