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	param	t-stat
$ω$	1.1258	7.66
$α$	0.0869	8.37
$β$	0.8347	44.52
$γ_{1}$	0.0126	0.43
$γ_{2}$	0.0307	0.71
$γ_{3}$	-0.1539	-4.80
$γ_{4}$	0.2028	6.60
$γ_{5}$	-0.1319	-3.90
$γ_{6}$	0.0538	1.49
$γ_{7}$	0.0000	0.00
$γ_{8}$	-0.0258	-0.90
$γ_{9}$	0.0106	0.51

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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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