Omnicom Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.73%
decreased by 0.63%
1 Week
25.89%
decreased by 0.47%
1 Month
26.44%
increased by 0.08%
Analysis last updated: Saturday, June 13, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 17.06 | |
| 0.0387 | 18.29 | |
| 0.9006 | 386.35 | |
| 0.0849 | 14.23 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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