Nestle SA APARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
24.00%
decreased by 11.64%
1 Week
28.04%
decreased by 7.60%
1 Month
30.15%
decreased by 5.49%
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 | |
|---|---|---|
| 0.9322 | 12.25 | |
| 0.4752 | 12.83 | |
| 0.1646 | 5.08 | |
| 0.3826 | 6.05 | |
| 1.0965 | 7.08 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
Other APARCH Analyses on International Equities