Nomura Real Estate Master FD EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.86% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 6.53 | |
| 0.2013 | 16.92 | |
| 0.9558 | 114.14 | |
| -0.0311 | -3.28 |
Estimation Period:
Jun 13, 2013 to Feb 10, 2026
Jun 13, 2013 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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