Nedbank Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.41% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 17.39 | |
| 0.0533 | 14.40 | |
| 0.8926 | 262.14 | |
| 0.0597 | 8.13 |
Estimation Period:
Jun 28, 2006 to Feb 13, 2026
Jun 28, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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