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	param	t-stat
$ω$	0.0236	14.91
$α$	0.0311	16.73
$β$	0.9266	491.58
$γ$	0.0608	13.22

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Procter & Gamble Co/The GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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