Nedbank Group Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.71% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1608 | 17.66 | |
| 0.0883 | 30.89 | |
| 0.8869 | 248.23 |
Estimation Period:
Jun 28, 2006 to Feb 6, 2026
Jun 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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