WPP PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.02% (-5.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0750 | 20.80 | |
| 0.7699 | 83.49 | |
| 0.0668 | 10.90 | |
| 0.0620 | 3.16 | |
| 0.0939 | 3.29 | |
| 0.8940 | 27.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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