Nestle SA MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
21.12%
decreased by 9.32%
1 Week
25.80%
decreased by 4.64%
1 Month
28.10%
decreased by 2.34%
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 | |
|---|---|---|
| 21 | ||
| 0.2268 | 10.32 | |
| 0.0000 | 0.00 | |
| 0.5000 | 11.33 | |
| 0.7911 | 0.46 | |
| 0.0532 | 0.53 | |
| 0.7089 | 1.13 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
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