SMI Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1451	5.82
$α$	0.1072	10.03
$β$	0.8212	50.19
$γ_{1}$	0.0012	0.03
$γ_{2}$	0.0557	1.11
$γ_{3}$	-0.1497	-4.44
$γ_{4}$	0.1814	5.18
$γ_{5}$	-0.1600	-4.30
$γ_{6}$	0.1140	3.55
$γ_{7}$	-0.0568	-1.86
$γ_{8}$	0.0274	0.78
$γ_{9}$	0.0254	0.39

V-Lab

Nestle SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.89% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nestle SA Analyses