National Grid PLC MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.97% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 5.68 | |
| 0.1347 | 33.88 | |
| 0.8515 | 326.62 |
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Dec 8, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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