V-Lab: Melrose Industries PLC MF2-GARCH Volatility Analysis

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Melrose Industries PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.33% (-0.92%)

Analysis last updated: Thursday, May 16, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0418	11.29
$β$	0.7003	35.79
$γ$	0.1860	18.06
$λ_{1}$	0.1450	1.85
$λ_{2}$	0.0446	1.53
$λ_{3}$	0.9305	23.37

Estimation Period:
Oct 27, 2003 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts