Nestle (Malaysia) Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.66% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6096 | 5.14 | |
| 0.0969 | 6.13 | |
| 0.8531 | 31.93 | |
| 0.0916 | 1.89 | |
| -0.2023 | -2.65 | |
| 0.2148 | 3.99 | |
| -0.1758 | -3.50 | |
| 0.1124 | 2.44 | |
| -0.0706 | -1.58 | |
| 0.0731 | 1.44 | |
| 0.0215 | 0.33 |
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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