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V-Lab

National Grid PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.86% (-0.49%)
Analysis last updated: Sunday, February 8, 2026 at 03:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Grid PLC S0GARCH
paramt-stat
ω0.88814.41
α0.07586.11
β0.853340.88
γ1-0.0805-1.37
γ20.04770.58
γ30.12362.87
γ4-0.1814-5.55
γ50.15404.81
γ6-0.0738-2.22
γ70.00240.06
γ80.00780.22
Estimation Period:
Dec 8, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts