This paper implements and analyzes the Regime-Switching GARCH modelusing real NordPool Electricity spot data. We allow the model parameters to switch between a regular regime and a non-regular regime, which is justied by a so-called structural break behaviour of electricity price series. In splitting the two regimes we consider three criteria, namely the intercountry price difference criterion, the capacity/flow difference criterion and the spikes-in-Finland criterion. We study the correlation relationships among these criteria using the mean-square contingency coefficient and the co-occurrence measure. We also estimate our model parameters and present empirical validity of the model.