Omnicom Group Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.80% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 18.49 | |
| 0.0898 | 34.84 | |
| 0.8895 | 307.38 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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