National Grid PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.81% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 13.98 | |
| 0.0618 | 25.94 | |
| 0.9201 | 344.88 | |
| 0.2811 | 5.80 |
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Dec 8, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other National Grid PLC Analyses
Other AGARCH Analyses on International Equities