Nestle SA APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.62% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 25.09 | |
| 0.0909 | 36.68 | |
| 0.8910 | 340.84 | |
| 0.4442 | 21.23 | |
| 1.0174 | 23.98 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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