National Grid PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.69% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 16.73 | |
| 0.1409 | 30.07 | |
| 0.9802 | 806.08 | |
| -0.0308 | -6.08 |
Estimation Period:
Dec 8, 1995 to Feb 13, 2026
Dec 8, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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