WPP PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.43% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 9.28 | |
| 0.0105 | 6.88 | |
| 0.9659 | 663.38 | |
| 0.0395 | 16.80 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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