National Grid PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.84% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0583 | 14.00 | |
| 0.7545 | 55.11 | |
| 0.0850 | 11.65 | |
| 0.0138 | 2.58 | |
| 0.0286 | 3.76 | |
| 0.9652 | 111.23 |
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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