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V-Lab

Nestle SA GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

22.02%

decreased by 2.72%

1 Week

28.56%

increased by 3.82%

1 Month

31.84%

increased by 7.10%

Analysis last updated: Saturday, August 8, 2026 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Nestle SA GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 11, 2018 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7982
21.59***
α

ARCH

Response to squared shocks

0.5797
10.59***
β

GARCH

Volatility persistence

0.0015
0.11

Persistence:

0.581

Half-life:

1 days