V-Lab
National Grid PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.20% (-0.52%)
Analysis last updated: Tuesday, May 7, 2024 at 07:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 16.64 | |
| 0.0683 | 28.81 | |
| 0.9151 | 349.68 |
Estimation Period:
Dec 8, 1995 to May 3, 2024
Dec 8, 1995 to May 3, 2024
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