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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1125	7.47***
α ARCH Response to squared shocks	0.0851	8.37***
β GARCH Volatility persistence	0.8404	46.45***

γ₁	0.0119	0.41
γ₂	0.0299	0.69
γ₃	-0.1508	-4.67***
γ₄	0.2011	6.50***
γ₅	-0.1326	-3.90***
γ₆	0.0555	1.52
γ₇	-0.0021	-0.07
γ₈	-0.0227	-0.79
γ₉	0.0074	0.35

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Procter & Gamble Co/The Analyses