M&C Saatchi plc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.64% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 7.47 | |
| 0.0943 | 26.05 | |
| 0.9052 | 234.88 | |
| 0.2194 | 3.66 |
Estimation Period:
Jul 9, 2004 to Feb 6, 2026
Jul 9, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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