National Grid PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.28% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 18.26 | |
| 0.0626 | 26.93 | |
| 0.9201 | 358.16 |
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Dec 8, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other National Grid PLC Analyses
Other GARCH Analyses on International Equities