Melrose Industries PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.87% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 11.26 | |
| 0.1514 | 13.56 | |
| 0.9518 | 230.96 | |
| -0.0542 | -8.98 |
Estimation Period:
Oct 27, 2003 to Feb 20, 2026
Oct 27, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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