Skip to main content
V-Lab

Nestle SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.20% (-0.81%)
Analysis last updated: Thursday, February 12, 2026 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nestle SA S0GARCH
paramt-stat
ω1.16535.93
α0.10849.94
β0.818948.61
γ10.00930.27
γ20.04050.80
γ3-0.1348-3.96
γ40.16584.75
γ5-0.1471-3.98
γ60.10853.39
γ7-0.0648-2.15
γ80.05941.80
γ9-0.0621-2.23
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts