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	param	t-stat
$ω$	1.1099	7.47
$α$	0.0870	8.40
$β$	0.8358	45.01
$γ_{1}$	0.0096	0.33
$γ_{2}$	0.0353	0.80
$γ_{3}$	-0.1564	-4.80
$γ_{4}$	0.2030	6.52
$γ_{5}$	-0.1294	-3.75
$γ_{6}$	0.0504	1.38
$γ_{7}$	0.0027	0.08
$γ_{8}$	-0.0270	-0.93
$γ_{9}$	0.0108	0.50

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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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