Nestle India Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.87% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 20.81 | |
| 0.1369 | 24.69 | |
| 0.9820 | 832.23 | |
| 0.0037 | 1.03 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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