V-Lab: National Grid PLC GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

National Grid PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:17.11% (-0.48%)

Analysis last updated: Friday, May 17, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8466	6.62
$α$	0.0657	26.69
$β$	0.9833	377.05
$ν$	6	5.26

Estimation Period:
Dec 8, 1995 to May 10, 2024