Nomura Real Estate Master FD AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.40% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 8.67 | |
| 0.1012 | 23.20 | |
| 0.8643 | 126.38 | |
| 0.2127 | 5.61 |
Estimation Period:
Jun 13, 2013 to Feb 6, 2026
Jun 13, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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