Nomura Corporation APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.15% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3490 | 12.27 | |
| 0.3222 | 12.84 | |
| 0.6296 | 30.23 | |
| -0.0215 | -0.38 | |
| 1.0347 | 13.70 |
Estimation Period:
Dec 2, 2021 to Feb 6, 2026
Dec 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nomura Corporation Analyses
Other APARCH Analyses on International Equities