National Grid PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.20% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 17.64 | |
| 0.0450 | 13.95 | |
| 0.9241 | 374.75 | |
| 0.0283 | 5.35 |
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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