Nedbank Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.86% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0482 | 12.02 | |
| 0.8856 | 103.79 | |
| 0.0275 | 5.01 | |
| 0.0218 | 3.14 | |
| 0.0176 | 3.19 | |
| 0.9758 | 134.03 |
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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