National Grid PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.73% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 17.33 | |
| 0.0669 | 31.21 | |
| 0.9151 | 348.49 |
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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