Melrose Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.70% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1563 | 14.06 | |
| 0.0520 | 8.85 | |
| 0.8881 | 160.88 | |
| 0.0782 | 8.51 |
Estimation Period:
Oct 27, 2003 to Feb 6, 2026
Oct 27, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Melrose Industries PLC Analyses
Other GJR-GARCH Analyses on International Equities