Publicis Groupe SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.49% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 19.35 | |
| 0.0533 | 22.52 | |
| 0.8998 | 413.49 | |
| 0.0541 | 9.87 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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