Skip to main content
V-Lab

National Grid PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.02% (+1.35%)
Analysis last updated: Thursday, February 19, 2026 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Grid PLC S0GARCH
paramt-stat
ω0.88814.41
α0.07586.12
β0.853440.93
γ1-0.0805-1.37
γ20.04770.58
γ30.12372.87
γ4-0.1816-5.55
γ50.15444.82
γ6-0.0745-2.24
γ70.00370.10
γ80.00650.19
Estimation Period:
Dec 8, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts