Melrose Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55,928.80% (+12,807.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7504 | 1.84 | |
| 0.2026 | 11.00 | |
| 0.9990 | 3,827.59 | |
| 2.0000 | 8,438.82 |
Estimation Period:
Oct 27, 2003 to Feb 6, 2026
Oct 27, 2003 to Feb 6, 2026
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