National Grid PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.18% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8080 | 5.49 | |
| 0.0902 | 6.24 | |
| 0.8172 | 35.74 | |
| -0.0801 | -1.55 | |
| 0.0406 | 0.54 | |
| 0.1448 | 3.40 | |
| -0.2263 | -6.84 | |
| 0.2129 | 6.94 | |
| -0.1292 | -3.52 | |
| 0.0783 | 1.30 | |
| -0.1131 | -1.15 |
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 Spline-GARCH Analyses on Depositary Receipts