V-Lab: Interpublic Group of Cos Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Interpublic Group of Cos Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.34% (-0.16%)

Analysis last updated: Thursday, May 9, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6568	7.60
$α$	0.0931	7.80
$β$	0.8222	36.62
$γ_{1}$	-0.0688	-1.51
$γ_{2}$	0.0858	1.27
$γ_{3}$	0.0638	1.38
$γ_{4}$	-0.2677	-5.44
$γ_{5}$	0.3831	7.43
$γ_{6}$	-0.3225	-6.47
$γ_{7}$	0.1237	2.29
$γ_{8}$	0.0923	1.69
$γ_{9}$	-0.1563	-3.85
$γ_{10}$	0.0840	2.71

Estimation Period:
Jan 1, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts