V-Lab: Melrose Industries PLC MF2-GARCH Volatility Analysis

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Melrose Industries PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:27.36% (+1.82%)

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
$m$	31
$α$	0.0419	11.32
$β$	0.7001	35.88
$γ$	0.1866	18.08
$λ_{1}$	0.1454	1.85
$λ_{2}$	0.0445	1.54
$λ_{3}$	0.9305	23.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts