National Grid PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.08% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8780 | 4.35 | |
| 0.0766 | 6.21 | |
| 0.8521 | 41.16 | |
| -0.0839 | -1.42 | |
| 0.0511 | 0.62 | |
| 0.1261 | 2.92 | |
| -0.1883 | -5.73 | |
| 0.1646 | 5.02 | |
| -0.0898 | -2.39 | |
| 0.0313 | 0.56 | |
| -0.0615 | -0.67 |
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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