National Grid PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.44% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8781 | 4.35 | |
| 0.0768 | 6.21 | |
| 0.8518 | 41.09 | |
| -0.0837 | -1.41 | |
| 0.0503 | 0.61 | |
| 0.1271 | 2.94 | |
| -0.1890 | -5.74 | |
| 0.1645 | 5.00 | |
| -0.0890 | -2.36 | |
| 0.0304 | 0.54 | |
| -0.0602 | -0.66 |
Estimation Period:
Dec 8, 1995 to Jan 30, 2026
Dec 8, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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