Omnicom Group Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:74.81% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 12.59 | |
| 0.0844 | 36.29 | |
| 0.8954 | 345.85 | |
| 0.4826 | 15.22 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities