Melrose Industries PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.39% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6114 | 22.40 | |
| 0.2211 | 34.10 | |
| 0.6815 | 168.97 | |
| 0.5441 | 9.75 |
Estimation Period:
Oct 27, 2003 to Feb 6, 2026
Oct 27, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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