Nedbank Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.25% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 14.77 | |
| 0.1613 | 32.54 | |
| 0.9772 | 631.25 | |
| -0.0475 | -10.13 |
Estimation Period:
Jun 28, 2006 to Feb 6, 2026
Jun 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nedbank Group Ltd Analyses
Other EGARCH Analyses on International Equities