Nedbank Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.32% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1013 | 14.79 | |
| 0.0754 | 27.65 | |
| 0.8953 | 265.20 | |
| 0.4237 | 6.54 |
Estimation Period:
Aug 21, 2007 to Feb 6, 2026
Aug 21, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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