Omnicom Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.23% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 16.50 | |
| 0.0385 | 18.46 | |
| 0.9039 | 388.26 | |
| 0.0805 | 13.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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