Nestle SA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
22.21%
decreased by 12.79%
1 Week
30.10%
decreased by 4.90%
1 Month
36.99%
increased by 1.99%
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 | |
|---|---|---|
| 1.5115 | 26.93 | |
| 0.2981 | 5.91 | |
| 0.0451 | 2.92 | |
| 0.8325 | 5.65 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
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