Nestle India Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.25% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7557 | 8.08 | |
| 0.1212 | 9.05 | |
| 0.7463 | 22.70 | |
| 0.0625 | 2.26 | |
| -0.1363 | -3.49 | |
| 0.1657 | 6.34 | |
| -0.1637 | -6.35 | |
| 0.1153 | 4.69 | |
| -0.0568 | -2.47 | |
| 0.0056 | 0.24 | |
| 0.0175 | 0.99 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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