Nestle Sa/AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.61% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5286 | 7.74 | |
| 0.1281 | 4.61 | |
| 0.6699 | 9.82 | |
| -0.2053 | -1.18 | |
| 0.2625 | 0.96 | |
| 0.0705 | 0.37 | |
| 0.0108 | 0.07 | |
| -0.5021 | -3.12 | |
| 0.7338 | 3.67 | |
| -0.5398 | -3.04 |
Estimation Period:
Apr 9, 2008 to Feb 6, 2026
Apr 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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