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	param	t-stat
$ω$	0.0234	14.84
$α$	0.0308	16.75
$β$	0.9272	496.34
$γ$	0.0608	13.30

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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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