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National Grid PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.37% (-0.52%)
Analysis last updated: Saturday, February 7, 2026 at 01:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Grid PLC S0GARCH
paramt-stat
ω0.88234.38
α0.07616.11
β0.852640.72
γ1-0.0818-1.39
γ20.04890.59
γ30.12412.88
γ4-0.1817-5.56
γ50.15364.79
γ6-0.0728-2.18
γ70.00170.04
γ80.00800.22
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts