V-Lab: Melrose Industries PLC APARCH Volatility Analysis

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V-Lab

Melrose Industries PLC APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:28.20% (+1.07%)

Analysis last updated: Thursday, May 2, 2024 at 02:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0771	12.50
$α$	0.0712	15.59
$β$	0.9198	202.32
$γ$	0.3946	12.20
$δ$	1.3015	20.01

Estimation Period:
Oct 27, 2003 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts