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V-Lab

Nomura Real Estate Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.41% (+1.34%)
Analysis last updated: Friday, February 13, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nomura Real Estate Holdings Inc SGARCH
paramt-stat
ω0.54065.54
α0.10655.85
β0.775223.53
γ1-0.6978-4.78
γ20.84874.11
γ3-0.2294-1.78
γ40.32461.89
γ5-0.6084-2.86
γ60.68094.77
γ7-0.5459-4.50
γ80.41492.94
γ9-0.4447-1.94
Estimation Period:
Oct 3, 2006 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts