Nestle SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.98% (-6.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0071 | 70,720.00 | |
| -0.0141 | -141,240.00 | |
| 0.9196 | 74.66 | |
| 0.2420 | 3,143.06 | |
| 0.0239 | 22.46 |
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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