Nestle India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.89% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8222 | 8.30 | |
| 0.1216 | 9.07 | |
| 0.7438 | 22.36 | |
| 0.0738 | 2.65 | |
| -0.1544 | -3.94 | |
| 0.1775 | 6.83 | |
| -0.1722 | -6.71 | |
| 0.1196 | 4.88 | |
| -0.0546 | -2.30 | |
| -0.0082 | -0.31 | |
| 0.0609 | 1.58 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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