Nestle Pakistan Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.71% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5139 | 3.51 | |
| 0.1245 | 8.28 | |
| 0.7597 | 25.28 | |
| -0.1076 | -0.95 | |
| 0.1305 | 0.85 | |
| 0.0395 | 0.56 | |
| -0.1349 | -2.25 | |
| 0.1721 | 2.49 | |
| -0.1978 | -2.52 | |
| 0.1773 | 2.00 | |
| -0.3308 | -2.59 |
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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