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Nomura Real Estate Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.28% (-0.17%)
Analysis last updated: Tuesday, February 10, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nomura Real Estate Holdings Inc S0GARCH
paramt-stat
ω0.55825.45
α0.10225.82
β0.795225.68
γ1-0.6643-4.41
γ20.79893.74
γ3-0.2041-1.53
γ40.31001.74
γ5-0.5928-2.70
γ60.64874.37
γ7-0.4807-3.84
γ80.28292.26
γ9-0.1179-1.49
Estimation Period:
Oct 3, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts