Publicis Groupe Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.98% (+5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2668 | 7.62 | |
| 0.0170 | 4.51 | |
| 0.8639 | 96.79 | |
| 0.0911 | 7.71 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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