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V-Lab

Nestle SA Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

26.50%

decreased by 3.96%

1 Week

28.19%

decreased by 2.27%

1 Month

29.61%

decreased by 0.85%

Analysis last updated: Saturday, August 8, 2026 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Nestle SA APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 16, 2018 to Aug 7, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4368
7.72***
α

ARCH

Response to squared shocks

0.2445
11.38***
β

GARCH

Volatility persistence

0.4821
7.93***
γ

leverage

Additional response to negative shocks

0.0500
0.70
δ

power

Transformation power

0.5000
3.86***

Persistence:

0.683

Half-life:

2 days