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V-Lab

Publicis Groupe SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.92% (-3.42%)
Analysis last updated: Saturday, February 7, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Publicis Groupe SA SGARCH
paramt-stat
ω0.93808.51
α0.09309.56
β0.849848.88
γ1-0.0173-0.65
γ20.06331.59
γ3-0.1443-5.37
γ40.18818.15
γ5-0.1426-5.98
γ60.11033.21
γ7-0.1238-2.69
γ80.13162.25
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts