Nomura Real Estate Master FD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.43% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4891 | 2.34 | |
| 0.1186 | 4.40 | |
| 0.8173 | 19.12 | |
| -0.2974 | -2.61 | |
| 0.4531 | 3.04 | |
| -0.2571 | -3.47 | |
| 0.1395 | 1.52 |
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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