Nedbank Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.58% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 19.83 | |
| 0.1577 | 32.25 | |
| 0.9578 | 467.23 | |
| -0.0292 | -6.75 |
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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