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V-Lab

National Grid PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.79% (-0.78%)
Analysis last updated: Friday, February 20, 2026 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Grid PLC SGARCH
paramt-stat
ω0.87784.35
α0.07656.21
β0.852241.18
γ1-0.0839-1.42
γ20.05110.62
γ30.12602.92
γ4-0.1881-5.72
γ50.16405.00
γ6-0.0885-2.36
γ70.02830.50
γ8-0.0513-0.55
Estimation Period:
Dec 8, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts