Publicis Groupe SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.50% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 13.78 | |
| 0.1470 | 41.97 | |
| 0.9810 | 1,047.00 | |
| -0.0386 | -6.31 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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