Melrose Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.70% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1570 | 14.12 | |
| 0.0520 | 8.86 | |
| 0.8879 | 160.88 | |
| 0.0784 | 8.53 |
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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