M&C Saatchi plc GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.53% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 10.37 | |
| 0.0958 | 26.02 | |
| 0.9042 | 236.21 |
Estimation Period:
Jul 9, 2004 to Feb 6, 2026
Jul 9, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other M&C Saatchi plc Analyses
Other GARCH Analyses on International Equities