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	param	t-stat
$ω$	1.1126	7.47
$α$	0.0854	8.38
$β$	0.8399	46.30
$γ_{1}$	0.0116	0.39
$γ_{2}$	0.0306	0.70
$γ_{3}$	-0.1515	-4.68
$γ_{4}$	0.2013	6.50
$γ_{5}$	-0.1321	-3.87
$γ_{6}$	0.0547	1.50
$γ_{7}$	-0.0013	-0.04
$γ_{8}$	-0.0234	-0.81
$γ_{9}$	0.0079	0.37

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Procter & Gamble Co/The Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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