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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0148	7.96***
α ARCH Response to squared shocks	0.1337	35.66***
β GARCH Volatility persistence	0.9826	881.24***
γ leverage Additional response to negative shocks	-0.0570	-17.63***

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Procter & Gamble Co/The EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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