V-Lab: Publicis Groupe SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Publicis Groupe SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:21.41% (-0.78%)

Analysis last updated: Thursday, April 18, 2024 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8914	7.54
$α$	0.0925	8.96
$β$	0.8418	41.53
$γ_{1}$	-0.0245	-0.47
$γ_{2}$	0.0521	0.68
$γ_{3}$	-0.0038	-0.08
$γ_{4}$	-0.1778	-3.99
$γ_{5}$	0.3343	7.93
$γ_{6}$	-0.2923	-6.58
$γ_{7}$	0.1643	3.24
$γ_{8}$	-0.0261	-0.40
$γ_{9}$	-0.0940	-1.15
$γ_{10}$	0.0992	1.62

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts