Omnicom Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.19% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0378 | 16.41 | |
| 0.8646 | 180.06 | |
| 0.0943 | 23.74 | |
| 0.0069 | 5.48 | |
| 0.0133 | 5.08 | |
| 0.9844 | 320.35 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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