Melrose Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.58% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1566 | 14.08 | |
| 0.0519 | 8.85 | |
| 0.8880 | 160.87 | |
| 0.0784 | 8.53 |
Estimation Period:
Oct 27, 2003 to Feb 13, 2026
Oct 27, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Melrose Industries PLC Analyses
Other GJR-GARCH Analyses on International Equities