Nestle Sa/Ag EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 0.92 | |
| 0.1794 | 27.73 | |
| 0.9592 | 312.34 | |
| -0.0557 | -6.84 |
Estimation Period:
Jul 4, 2017 to Feb 7, 2025
Jul 4, 2017 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
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