Omnicom Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:58.00% (-3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0364 | 16.25 | |
| 0.8673 | 187.21 | |
| 0.0958 | 24.52 | |
| 0.0069 | 5.54 | |
| 0.0132 | 5.08 | |
| 0.9845 | 321.85 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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