Nestle Sa/AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.31% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6278 | 8.67 | |
| 0.1299 | 5.02 | |
| 0.6767 | 11.18 | |
| -0.0693 | -1.65 | |
| 0.2367 | 3.70 | |
| -0.3093 | -5.51 | |
| 0.3771 | 3.87 |
Estimation Period:
Apr 9, 2008 to Jan 30, 2026
Apr 9, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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