Nomura Corporation AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.68% (+9.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1245 | 16.18 | |
| 0.5135 | 12.14 | |
| 0.3924 | 17.55 | |
| 0.0013 | 0.01 |
Estimation Period:
Dec 2, 2021 to Feb 10, 2026
Dec 2, 2021 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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