Nedbank Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.27% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 15.42 | |
| 0.0492 | 12.74 | |
| 0.9111 | 262.63 | |
| 0.0337 | 4.23 |
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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