Nestle SA MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.42% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 11.30 | |
| 0.1811 | 47.43 | |
| 0.7957 | 268.17 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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