WPP PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.75% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 6.13 | |
| 0.0747 | 25.02 | |
| 0.9950 | 1,387.67 | |
| -0.0465 | -14.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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