Nestle SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.20% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1653 | 5.93 | |
| 0.1084 | 9.94 | |
| 0.8189 | 48.61 | |
| 0.0093 | 0.27 | |
| 0.0405 | 0.80 | |
| -0.1348 | -3.96 | |
| 0.1658 | 4.75 | |
| -0.1471 | -3.98 | |
| 0.1085 | 3.39 | |
| -0.0648 | -2.15 | |
| 0.0594 | 1.80 | |
| -0.0621 | -2.23 |
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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