National Grid PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.47% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8171 | 5.59 | |
| 0.0898 | 6.30 | |
| 0.8176 | 35.60 | |
| -0.0770 | -1.49 | |
| 0.0376 | 0.50 | |
| 0.1420 | 3.34 | |
| -0.2192 | -6.67 | |
| 0.2020 | 6.81 | |
| -0.1124 | -3.58 | |
| 0.0470 | 1.18 | |
| -0.0383 | -1.00 |
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Jan 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other National Grid PLC Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts