V-Lab
V-Lab

Publicis Groupe SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:18.62% (-0.12%)

Analysis last updated: Thursday, March 28, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Publicis Groupe SA S0GARCH
paramt-stat
ω0.92028.08
α0.09498.90
β0.835939.08
γ1-0.0291-0.58
γ20.06360.86
γ3-0.0143-0.30
γ4-0.1740-3.99
γ50.33578.13
γ6-0.2962-6.79
γ70.16843.38
γ8-0.0299-0.47
γ9-0.0893-1.12
γ100.09501.58
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts