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	param	t-stat
$ω$	1.1106	7.48
$α$	0.0870	8.40
$β$	0.8360	45.08
$γ_{1}$	0.0101	0.34
$γ_{2}$	0.0341	0.78
$γ_{3}$	-0.1551	-4.78
$γ_{4}$	0.2028	6.53
$γ_{5}$	-0.1307	-3.81
$γ_{6}$	0.0523	1.44
$γ_{7}$	0.0009	0.03
$γ_{8}$	-0.0257	-0.89
$γ_{9}$	0.0100	0.47

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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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