Nedbank Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.53% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0556 | 14.08 | |
| 0.8403 | 94.79 | |
| 0.0750 | 13.02 | |
| 0.0172 | 4.02 | |
| 0.0171 | 5.30 | |
| 0.9802 | 257.66 |
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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