V-Lab
National Grid PLC MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:16.67% (-0.23%)
Analysis last updated: Friday, May 17, 2024 at 09:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 5.07 | |
| 0.1303 | 32.71 | |
| 0.8574 | 336.35 |
Estimation Period:
Dec 8, 1995 to May 10, 2024
Dec 8, 1995 to May 10, 2024
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