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	param	t-stat
$ω$	1.1086	7.48
$α$	0.0875	8.41
$β$	0.8347	44.69
$γ_{1}$	0.0093	0.31
$γ_{2}$	0.0357	0.81
$γ_{3}$	-0.1566	-4.82
$γ_{4}$	0.2031	6.53
$γ_{5}$	-0.1294	-3.76
$γ_{6}$	0.0503	1.38
$γ_{7}$	0.0031	0.09
$γ_{8}$	-0.0279	-0.96
$γ_{9}$	0.0117	0.55

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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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