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	param	t-stat
$ω$	1.1178	7.52
$α$	0.0865	8.42
$β$	0.8371	45.46
$γ_{1}$	0.0121	0.41
$γ_{2}$	0.0308	0.71
$γ_{3}$	-0.1528	-4.71
$γ_{4}$	0.2020	6.50
$γ_{5}$	-0.1317	-3.85
$γ_{6}$	0.0540	1.48
$γ_{7}$	-0.0012	-0.04
$γ_{8}$	-0.0231	-0.80
$γ_{9}$	0.0078	0.37

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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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