Nestle Pakistan Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:491.22% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10,667.2300 | 10.64 | |
| 0.0995 | 150.37 | |
| 0.9990 | 10,627.66 | |
| 2.0011 | 250,138.00 |
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Oct 3, 1992 to Feb 6, 2026
Other Nestle Pakistan Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities