Nestle SA Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
21.12%
decreased by 4.87%
1 Week
23.95%
decreased by 2.04%
1 Month
25.00%
decreased by 0.99%
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 | |
|---|---|---|
| 1.4406 | 2.97 | |
| 0.4345 | 2.75 | |
| 0.0000 | 0.00 | |
| 11.5496 | 2.25 | |
| -17.1927 | -2.10 | |
| 6.7940 | 1.10 |
Estimation Period:
Oct 11, 2018 to Jun 19, 2026
Oct 11, 2018 to Jun 19, 2026
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