National Grid PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.68% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1235 | 6.77 | |
| 0.0651 | 29.08 | |
| 0.9839 | 394.36 | |
| 5.9440 | 5.94 |
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Jan 29, 1996 to Feb 6, 2026
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