Nestle Sa/AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.42% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 5.15 | |
| 0.1516 | 26.40 | |
| 0.9765 | 592.53 | |
| -0.0565 | -8.34 |
Estimation Period:
Apr 9, 2008 to Feb 6, 2026
Apr 9, 2008 to Feb 6, 2026
News Impact Curve
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