V-Lab
V-Lab
Omnicom Group Inc APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:23.86% (-1.32%)

Analysis last updated: Friday, May 3, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Omnicom Group Inc APARCH
paramt-stat
ω0.039218.77
α0.084831.26
β0.9133381.01
γ0.356418.93
δ1.170034.42
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts