Nomura Real Estate Master FD APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.55% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 8.88 | |
| 0.0805 | 17.62 | |
| 0.8853 | 138.59 | |
| 0.1619 | 7.51 | |
| 2.1085 | 17.57 |
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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