National Grid PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.86% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8881 | 4.41 | |
| 0.0758 | 6.11 | |
| 0.8533 | 40.88 | |
| -0.0805 | -1.37 | |
| 0.0477 | 0.58 | |
| 0.1236 | 2.87 | |
| -0.1814 | -5.55 | |
| 0.1540 | 4.81 | |
| -0.0738 | -2.22 | |
| 0.0024 | 0.06 | |
| 0.0078 | 0.22 |
Estimation Period:
Dec 8, 1995 to Feb 6, 2026
Dec 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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