National Grid PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.81% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 16.48 | |
| 0.1406 | 30.06 | |
| 0.9803 | 805.49 | |
| -0.0317 | -6.24 |
Estimation Period:
Dec 8, 1995 to Feb 6, 2026
Dec 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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