M&C Saatchi plc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.12% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 13.68 | |
| 0.1769 | 19.15 | |
| 0.9686 | 382.38 | |
| -0.0306 | -4.31 |
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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