Nomura Real Estate Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.28% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5582 | 5.45 | |
| 0.1022 | 5.82 | |
| 0.7952 | 25.68 | |
| -0.6643 | -4.41 | |
| 0.7989 | 3.74 | |
| -0.2041 | -1.53 | |
| 0.3100 | 1.74 | |
| -0.5928 | -2.70 | |
| 0.6487 | 4.37 | |
| -0.4807 | -3.84 | |
| 0.2829 | 2.26 | |
| -0.1179 | -1.49 |
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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