V-Lab: National Grid PLC MF2-GARCH Volatility Analysis

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V-Lab

National Grid PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:4.89% (-1.02%)

Analysis last updated: Saturday, May 4, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.3313	13313290.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Dec 8, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts