Nedbank Group Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.43% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1501 | 25.52 | |
| 0.0882 | 35.10 | |
| 0.8707 | 275.11 |
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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