Nestle Pakistan Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.70% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1397 | 18.29 | |
| 0.1047 | 15.29 | |
| 0.8836 | 282.92 | |
| -0.0279 | -2.37 |
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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