WPP PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.82% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0750 | 20.79 | |
| 0.7694 | 83.08 | |
| 0.0667 | 10.87 | |
| 0.0622 | 3.16 | |
| 0.0939 | 3.28 | |
| 0.8939 | 27.11 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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