Nedbank Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.25% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9830 | 7.10 | |
| 0.0640 | 24.63 | |
| 0.9807 | 369.51 | |
| 5.8286 | 5.18 |
Estimation Period:
Aug 21, 2007 to Feb 13, 2026
Aug 21, 2007 to Feb 13, 2026
Other Nedbank Group Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities