Nestle SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.97% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 9.76 | |
| 0.1601 | 35.54 | |
| 0.9626 | 677.90 | |
| -0.0683 | -19.11 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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