V-Lab: Publicis Groupe SA MF2-GARCH Volatility Analysis

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V-Lab

Publicis Groupe SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.14% (-0.34%)

Analysis last updated: Saturday, April 27, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0614	19.57
$β$	0.8377	131.26
$γ$	0.0722	13.28
$λ_{1}$	0.0127	7.62
$λ_{2}$	0.0176	7.22
$λ_{3}$	0.9792	348.59

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts