National Grid PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.37% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 16.50 | |
| 0.1407 | 30.05 | |
| 0.9803 | 805.48 | |
| -0.0316 | -6.21 |
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Dec 8, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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