V-Lab
V-Lab
National Grid PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.63% (+0.15%)

Analysis last updated: Saturday, May 4, 2024 at 08:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Grid PLC GJR-GARCH
paramt-stat
ω0.032015.52
α0.042813.76
β0.9209377.89
γ0.04227.33
Estimation Period:
Dec 8, 1995 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts