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V-Lab

Publicis Groupe Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.13% (+7.59%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Publicis Groupe Sa SGARCH
paramt-stat
ω1.97234.49
α0.06876.58
β0.868131.88
γ10.00120.01
γ2-0.0270-0.09
γ30.20750.87
γ4-0.3903-2.63
γ50.37563.74
γ6-0.2780-3.11
γ70.21812.28
γ8-0.1937-1.41
γ90.08240.57
γ100.11010.83
Estimation Period:
Dec 13, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts