Omnicom Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:65.48% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 16.33 | |
| 0.0379 | 18.26 | |
| 0.9042 | 393.30 | |
| 0.0821 | 14.00 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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