Melrose Industries PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.09% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6113 | 22.44 | |
| 0.2210 | 34.10 | |
| 0.6815 | 169.03 | |
| 0.5456 | 9.78 |
Estimation Period:
Oct 27, 2003 to Feb 13, 2026
Oct 27, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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