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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0292	27.00***
α ARCH Response to squared shocks	0.1859	71.44***
β GARCH Volatility persistence	0.8030	281.16***
γ leverage Additional response to negative shocks	0.1474	26.73***
δ power Transformation power	0.6748	19.15***

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Procter & Gamble Co/The Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses