Nestle Pakistan Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.56% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1361 | 17.36 | |
| 0.0917 | 34.43 | |
| 0.8846 | 280.37 |
Estimation Period:
Oct 3, 1992 to Feb 13, 2026
Oct 3, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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