WPP PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.10% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7904 | 4.89 | |
| 0.0968 | 7.50 | |
| 0.8358 | 36.36 | |
| -0.3709 | -7.00 | |
| 0.5956 | 6.99 | |
| -0.2886 | -4.74 | |
| -0.0174 | -0.38 | |
| 0.2213 | 5.77 | |
| -0.2599 | -7.08 | |
| 0.2117 | 4.49 | |
| -0.1191 | -1.98 | |
| 0.0318 | 0.45 | |
| -0.0171 | -0.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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