Nomura Real Estate Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.41% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5406 | 5.54 | |
| 0.1065 | 5.85 | |
| 0.7752 | 23.53 | |
| -0.6978 | -4.78 | |
| 0.8487 | 4.11 | |
| -0.2294 | -1.78 | |
| 0.3246 | 1.89 | |
| -0.6084 | -2.86 | |
| 0.6809 | 4.77 | |
| -0.5459 | -4.50 | |
| 0.4149 | 2.94 | |
| -0.4447 | -1.94 |
Estimation Period:
Oct 3, 2006 to Feb 10, 2026
Oct 3, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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