Nestle SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
26.98%
decreased by 5.60%
1 Week
28.37%
decreased by 4.21%
1 Month
28.98%
decreased by 3.60%
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 | |
|---|---|---|
| 3.3772 | 6.82 | |
| 0.2339 | 4.20 | |
| 0.4798 | 7.66 | |
| 3.2911 | 3.41 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
Other GAS-GARCH Student T Analyses on International Equities