Nestle Pakistan Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.44% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0848 | 22.83 | |
| 0.8966 | 192.81 | |
| -0.0116 | -2.45 | |
| 4.7737 | 0.25 | |
| 0.0616 | 0.26 | |
| 0.0000 | 0.00 |
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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