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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0602	4.14***
α ARCH Response to squared shocks	0.0628	37.35***
β GARCH Volatility persistence	0.9927	549.99***
ν DF Student-t tail thickness	5.3541	10.18***

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Procter & Gamble Co/The GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses