National Grid PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.48% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 15.01 | |
| 0.0459 | 16.64 | |
| 0.9203 | 361.19 | |
| 0.0321 | 5.73 |
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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