National Grid PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.69% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 16.72 | |
| 0.1407 | 30.11 | |
| 0.9802 | 807.44 | |
| -0.0308 | -6.10 |
Estimation Period:
Dec 8, 1995 to Feb 20, 2026
Dec 8, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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