Omnicom Group Inc APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.52%
decreased by 0.65%
1 Week
27.70%
decreased by 0.47%
1 Month
28.36%
increased by 0.19%
Analysis last updated: Saturday, June 13, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 19.34 | |
| 0.0834 | 31.43 | |
| 0.9146 | 406.66 | |
| 0.3642 | 19.72 | |
| 1.1945 | 24.63 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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