Melrose Industries PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.89% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 11.24 | |
| 0.1514 | 13.54 | |
| 0.9518 | 230.68 | |
| -0.0541 | -8.97 |
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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