Nomura Real Estate Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.88% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0472 | 8.16 | |
| 0.7769 | 59.23 | |
| 0.0773 | 6.05 | |
| 0.5712 | 0.47 | |
| 0.3388 | 0.41 | |
| 0.5372 | 0.48 |
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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