Nestle (Malaysia) Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.27% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 16.72 | |
| 0.0907 | 18.80 | |
| 0.9137 | 405.03 | |
| -0.0134 | -1.77 |
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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