National Grid PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.64% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 14.45 | |
| 0.0618 | 25.92 | |
| 0.9201 | 344.22 | |
| 0.2700 | 5.63 |
Estimation Period:
Dec 8, 1995 to Feb 13, 2026
Dec 8, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other National Grid PLC Analyses
Other AGARCH Analyses on International Equities