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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0242	20.88***
α ARCH Response to squared shocks	0.0744	35.85***
β GARCH Volatility persistence	0.9256	447.57***
γ leverage Additional response to negative shocks	0.4385	21.36***
δ power Transformation power	1.0311	31.09***

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Procter & Gamble Co/The APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses