Nestle SA AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
21.39%
decreased by 12.02%
1 Week
27.25%
decreased by 6.16%
1 Month
30.81%
decreased by 2.60%
Analysis last updated: Tuesday, June 23, 2026 at 07:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2291 | 15.21 | |
| 0.5168 | 9.74 | |
| 0.1254 | 3.91 | |
| 0.6611 | 6.92 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
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