Nedbank Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.38% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7903 | 5.92 | |
| 0.0943 | 6.54 | |
| 0.8497 | 32.55 | |
| -0.1230 | -3.10 | |
| 0.2160 | 3.70 | |
| -0.1260 | -3.37 | |
| 0.0156 | 0.49 | |
| 0.0307 | 1.41 |
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 Zero Slope Spline-GARCH Analyses on International Equities