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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0365	9.27***
α ARCH Response to squared shocks	0.1871	47.08***
β GARCH Volatility persistence	0.7943	264.94***

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Procter & Gamble Co/The MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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