National Grid PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.92% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8271 | 6.89 | |
| 0.0657 | 26.70 | |
| 0.9823 | 374.50 | |
| 5.9729 | 5.49 |
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Dec 8, 1995 to Jan 30, 2026
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