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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1135	7.49***
α ARCH Response to squared shocks	0.0849	8.36***
β GARCH Volatility persistence	0.8406	46.50***

γ₁	0.0124	0.43
γ₂	0.0286	0.66
γ₃	-0.1494	-4.65***
γ₄	0.2007	6.52***
γ₅	-0.1335	-3.96***
γ₆	0.0571	1.57
γ₇	-0.0035	-0.11
γ₈	-0.0222	-0.77
γ₉	0.0075	0.36

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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