Nomura Real Estate Master FD GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.37% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 9.81 | |
| 0.1028 | 21.38 | |
| 0.8676 | 123.15 |
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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