V-Lab
V-Lab
WPP PLC GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:23.77% (-0.09%)

Analysis last updated: Friday, April 19, 2024 at 07:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WPP PLC GARCH
paramt-stat
ω0.030410.67
α0.044025.71
β0.9508458.89
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts