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Nestle India Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.25% (-1.74%)
Analysis last updated: Saturday, February 7, 2026 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nestle India Ltd S0GARCH
paramt-stat
ω1.75578.08
α0.12129.05
β0.746322.70
γ10.06252.26
γ2-0.1363-3.49
γ30.16576.34
γ4-0.1637-6.35
γ50.11534.69
γ6-0.0568-2.47
γ70.00560.24
γ80.01750.99
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts