Nedbank Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.48% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1476 | 22.95 | |
| 0.0868 | 35.32 | |
| 0.8714 | 275.22 | |
| 0.2647 | 7.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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