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Melrose Industries PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.52% (-2.69%)
Analysis last updated: Sunday, February 22, 2026 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Melrose Industries PLC S0GARCH
paramt-stat
ω0.44191.98
α0.19545.57
β0.644117.67
γ1-0.3819-1.08
γ20.57081.13
γ3-0.4140-1.67
γ40.26871.67
γ50.11410.75
γ6-0.3281-1.58
γ70.37861.93
γ8-0.4119-2.62
γ90.24401.50
γ10-0.0124-0.10
Estimation Period:
Oct 27, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts