Nestle Pakistan Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.23% (+13.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6275 | 4.65 | |
| 0.1146 | 8.36 | |
| 0.7868 | 29.70 | |
| -0.0587 | -1.31 | |
| 0.1109 | 1.76 | |
| -0.0725 | -1.93 | |
| 0.0545 | 1.58 | |
| -0.0822 | -2.37 | |
| 0.0760 | 2.58 |
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Oct 3, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nestle Pakistan Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities