Nedbank Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.08% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7870 | 5.88 | |
| 0.0943 | 6.53 | |
| 0.8499 | 32.62 | |
| -0.1252 | -3.14 | |
| 0.2201 | 3.75 | |
| -0.1311 | -3.42 | |
| 0.0248 | 0.68 | |
| 0.0084 | 0.17 |
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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