National Grid PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.46% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 17.52 | |
| 0.0447 | 13.91 | |
| 0.9243 | 375.57 | |
| 0.0289 | 5.46 |
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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