Nedbank Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.76% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3012 | 7.14 | |
| 0.0704 | 5.30 | |
| 0.8911 | 44.00 | |
| 0.0251 | 3.11 | |
| -0.0495 | -3.39 |
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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