Nestle Sa/AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.69% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 13.40 | |
| 0.0310 | 10.74 | |
| 0.9159 | 295.18 | |
| 0.0673 | 9.84 |
Estimation Period:
Apr 9, 2008 to Feb 6, 2026
Apr 9, 2008 to Feb 6, 2026
News Impact Curve
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