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Nestle (Malaysia) Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.05% (-0.68%)
Analysis last updated: Sunday, February 8, 2026 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nestle (Malaysia) Bhd S0GARCH
paramt-stat
ω1.56784.75
α0.09726.53
β0.858536.17
γ10.08101.57
γ2-0.1873-2.31
γ30.20853.65
γ4-0.1740-3.32
γ50.11692.44
γ6-0.0892-1.96
γ70.12352.60
γ8-0.1247-3.55
Estimation Period:
May 31, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts