Publicis Groupe SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.34% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 13.66 | |
| 0.1456 | 41.78 | |
| 0.9812 | 1,052.83 | |
| -0.0382 | -6.26 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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