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Nestle Pakistan Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.71% (-0.73%)
Analysis last updated: Sunday, February 8, 2026 at 02:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nestle Pakistan Ltd SGARCH
paramt-stat
ω1.51393.51
α0.12458.28
β0.759725.28
γ1-0.1076-0.95
γ20.13050.85
γ30.03950.56
γ4-0.1349-2.25
γ50.17212.49
γ6-0.1978-2.52
γ70.17732.00
γ8-0.3308-2.59
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts