National Grid PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.80% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 13.59 | |
| 0.0939 | 40.47 | |
| 0.8700 | 251.80 | |
| 0.3670 | 9.61 |
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Jan 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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