Melrose Industries PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.94% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 11.24 | |
| 0.1513 | 13.55 | |
| 0.9518 | 230.91 | |
| -0.0542 | -8.98 |
Estimation Period:
Oct 27, 2003 to Jan 30, 2026
Oct 27, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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