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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.3207	7.20***
α ARCH Response to squared shocks	0.2209	4.10***
β GARCH Volatility persistence	0.4593	7.49***
ν DF Student-t tail thickness	3.3157	3.21***

V-Lab

Nestle SA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nestle SA Analyses