National Grid PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.79% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8778 | 4.35 | |
| 0.0765 | 6.21 | |
| 0.8522 | 41.18 | |
| -0.0839 | -1.42 | |
| 0.0511 | 0.62 | |
| 0.1260 | 2.92 | |
| -0.1881 | -5.72 | |
| 0.1640 | 5.00 | |
| -0.0885 | -2.36 | |
| 0.0283 | 0.50 | |
| -0.0513 | -0.55 |
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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