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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0234	14.96***
α ARCH Response to squared shocks	0.0310	16.82***
β GARCH Volatility persistence	0.9271	495.23***
γ leverage Additional response to negative shocks	0.0603	13.21***

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Procter & Gamble Co/The GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses