V-Lab: Melrose Industries PLC GJR-GARCH Volatility Analysis

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V-Lab

Melrose Industries PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.38% (+0.05%)

Analysis last updated: Saturday, April 20, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1252	12.97
$α$	0.0364	9.89
$β$	0.9030	222.85
$γ$	0.0897	10.29

Estimation Period:
Oct 27, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts