V-Lab: Publicis Groupe SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Publicis Groupe SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.65% (+0.42%)

Analysis last updated: Saturday, April 20, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9736	8.41
$α$	0.0933	8.95
$β$	0.8404	40.81
$γ_{1}$	-0.0063	-0.13
$γ_{2}$	0.0306	0.41
$γ_{3}$	-0.0002	-0.00
$γ_{4}$	-0.1769	-4.00
$γ_{5}$	0.3324	7.93
$γ_{6}$	-0.2910	-6.61
$γ_{7}$	0.1635	3.25
$γ_{8}$	-0.0254	-0.39
$γ_{9}$	-0.0954	-1.18
$γ_{10}$	0.1013	1.66

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts