Nomura Real Estate Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.82% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1287 | 8.51 | |
| 0.0623 | 16.91 | |
| 0.8938 | 172.94 | |
| 0.0370 | 2.64 |
Estimation Period:
Oct 3, 2006 to Feb 13, 2026
Oct 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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