Nestle SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.00% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3361 | 7.05 | |
| 0.0722 | 26.43 | |
| 0.9788 | 291.23 | |
| 5.6805 | 6.20 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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