Publicis Groupe SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.30% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 13.12 | |
| 0.1407 | 41.99 | |
| 0.9822 | 1,092.54 | |
| -0.0376 | -6.26 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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