Nestle Pakistan Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.25% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 26.53 | |
| 0.1836 | 31.01 | |
| 0.9483 | 390.57 | |
| 0.0232 | 3.42 |
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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