Omnicom Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.86% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 9.37 | |
| 0.1425 | 32.74 | |
| 0.9811 | 793.17 | |
| -0.0552 | -14.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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