Melrose Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:136,863.37% (+22,915.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7458 | 1.86 | |
| 0.2030 | 11.21 | |
| 0.9990 | 3,887.16 | |
| 2.0000 | 8,547.01 |
Estimation Period:
Oct 27, 2003 to Feb 19, 2026
Oct 27, 2003 to Feb 19, 2026
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