Nomura Real Estate Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.61% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 7.77 | |
| 0.1677 | 28.09 | |
| 0.9728 | 411.31 | |
| -0.0263 | -5.26 |
Estimation Period:
Oct 3, 2006 to Feb 6, 2026
Oct 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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