Nestle Sa/AG APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.96% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 15.37 | |
| 0.0835 | 24.39 | |
| 0.9129 | 249.30 | |
| 0.4073 | 9.72 | |
| 0.8991 | 12.09 |
Estimation Period:
Apr 9, 2008 to Feb 6, 2026
Apr 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities