M&C Saatchi plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.10% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 9.06 | |
| 0.0600 | 13.74 | |
| 0.9118 | 264.99 | |
| 0.0563 | 6.36 |
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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