V-Lab: Melrose Industries PLC GJR-GARCH Volatility Analysis

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V-Lab

Melrose Industries PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.86% (+0.70%)

Analysis last updated: Thursday, May 2, 2024 at 02:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1249	12.95
$α$	0.0364	9.90
$β$	0.9031	223.09
$γ$	0.0895	10.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts