Nestle SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.38% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 13.95 | |
| 0.0846 | 38.37 | |
| 0.8742 | 295.63 | |
| 0.4539 | 16.77 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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