Melrose Industries PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.91% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6123 | 22.46 | |
| 0.2212 | 34.14 | |
| 0.6813 | 168.84 | |
| 0.5452 | 9.80 |
Estimation Period:
Oct 27, 2003 to Feb 20, 2026
Oct 27, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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