Nedbank Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.59% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1330 | 22.80 | |
| 0.0596 | 16.73 | |
| 0.8842 | 293.28 | |
| 0.0404 | 5.80 |
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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