Nedbank Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.64% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 11.59 | |
| 0.1324 | 26.42 | |
| 0.9847 | 848.85 | |
| -0.0397 | -7.75 |
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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