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Nestle (Malaysia) Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.66% (-0.47%)
Analysis last updated: Sunday, February 8, 2026 at 02:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nestle (Malaysia) Bhd SGARCH
paramt-stat
ω1.60965.14
α0.09696.13
β0.853131.93
γ10.09161.89
γ2-0.2023-2.65
γ30.21483.99
γ4-0.1758-3.50
γ50.11242.44
γ6-0.0706-1.58
γ70.07311.44
γ80.02150.33
Estimation Period:
May 31, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts