WPP PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.45% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 6.14 | |
| 0.0748 | 25.03 | |
| 0.9950 | 1,387.67 | |
| -0.0466 | -14.17 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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