Nestle SA Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
21.56%
decreased by 4.81%
1 Week
24.53%
decreased by 1.84%
1 Month
25.64%
decreased by 0.73%
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 | |
|---|---|---|
| 1.4481 | 3.00 | |
| 0.4356 | 2.75 | |
| 0.0000 | 0.00 | |
| 11.7160 | 2.40 | |
| -17.5897 | -2.37 | |
| 7.6067 | 1.91 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
Other Zero Slope Spline-GARCH Analyses on International Equities