Skip to main content
V-Lab

National Grid PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.44% (-0.58%)
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 SGARCH
paramt-stat
ω0.87814.35
α0.07686.21
β0.851841.09
γ1-0.0837-1.41
γ20.05030.61
γ30.12712.94
γ4-0.1890-5.74
γ50.16455.00
γ6-0.0890-2.36
γ70.03040.54
γ8-0.0602-0.66
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts