Nestle SA GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
23.69%
decreased by 5.40%
1 Week
28.56%
decreased by 0.53%
1 Month
30.92%
increased by 1.83%
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 | |
|---|---|---|
| 1.7840 | 18.80 | |
| 0.5431 | 10.26 | |
| 0.0087 | 0.50 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
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