Nestle SA EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
25.17%
decreased by 6.92%
1 Week
27.01%
decreased by 5.08%
1 Month
27.74%
decreased by 4.35%
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 | |
|---|---|---|
| 0.6452 | 11.94 | |
| 0.7068 | 18.39 | |
| 0.4306 | 10.08 | |
| -0.1641 | -4.95 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
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