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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0160	8.21***
α ARCH Response to squared shocks	0.0677	43.04***
β GARCH Volatility persistence	0.9162	503.14***
γ leverage Additional response to negative shocks	0.4706	18.67***

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Procter & Gamble Co/The AGARCH Volatility Analysis

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News Impact Curve

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