National Grid PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.02% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8881 | 4.41 | |
| 0.0758 | 6.12 | |
| 0.8534 | 40.93 | |
| -0.0805 | -1.37 | |
| 0.0477 | 0.58 | |
| 0.1237 | 2.87 | |
| -0.1816 | -5.55 | |
| 0.1544 | 4.82 | |
| -0.0745 | -2.24 | |
| 0.0037 | 0.10 | |
| 0.0065 | 0.19 |
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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