National Grid PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.37% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8823 | 4.38 | |
| 0.0761 | 6.11 | |
| 0.8526 | 40.72 | |
| -0.0818 | -1.39 | |
| 0.0489 | 0.59 | |
| 0.1241 | 2.88 | |
| -0.1817 | -5.56 | |
| 0.1536 | 4.79 | |
| -0.0728 | -2.18 | |
| 0.0017 | 0.04 | |
| 0.0080 | 0.22 |
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Dec 8, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other National Grid PLC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities