V-Lab
V-Lab

WPP PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:27.16% (-1.07%)

Analysis last updated: Wednesday, March 27, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WPP PLC S0GARCH
paramt-stat
ω0.72554.90
α0.09847.25
β0.826632.32
γ1-0.4213-6.99
γ20.63556.61
γ3-0.2136-3.15
γ4-0.1596-3.23
γ50.33828.32
γ6-0.2821-6.71
γ70.12122.68
γ80.05411.07
γ9-0.1510-2.60
γ100.09992.10
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts