Nomura Research Institute GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.49% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3732 | 18.08 | |
| 0.1290 | 25.13 | |
| 0.7972 | 117.94 |
Estimation Period:
Dec 14, 2001 to Feb 13, 2026
Dec 14, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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