Nestle Pakistan Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.33% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2091 | 25.21 | |
| 0.1201 | 48.70 | |
| 0.8423 | 334.79 | |
| -0.2031 | -3.70 |
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Oct 3, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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