Nestle (Malaysia) Bhd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.71% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 27.54 | |
| 0.2003 | 40.50 | |
| 0.9737 | 737.68 | |
| 0.0054 | 0.77 |
Estimation Period:
May 31, 1990 to Feb 6, 2026
May 31, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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