Nestle SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.75% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 22.14 | |
| 0.0434 | 16.93 | |
| 0.8703 | 293.32 | |
| 0.0884 | 15.99 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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