Melrose Industries PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.44% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5692 | 3.22 | |
| 0.0731 | 3.42 | |
| 0.8896 | 28.83 | |
| -0.0439 | -2.90 | |
| 0.0699 | 3.07 | |
| -0.0567 | -2.83 |
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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