WPP PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.68% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 6.19 | |
| 0.0751 | 24.90 | |
| 0.9949 | 1,385.62 | |
| -0.0464 | -14.03 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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