WPP PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.02% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 9.29 | |
| 0.0105 | 6.88 | |
| 0.9659 | 663.85 | |
| 0.0395 | 16.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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