Nedbank Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.25% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4583 | 8.18 | |
| 0.0855 | 19.65 | |
| 0.9706 | 284.13 | |
| 5.8851 | 5.30 |
Estimation Period:
Jun 28, 2006 to Feb 13, 2026
Jun 28, 2006 to Feb 13, 2026
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