Nomura Corporation EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.55% (+14.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3109 | 13.79 | |
| 0.5291 | 15.89 | |
| 0.8280 | 76.95 | |
| 0.0043 | 0.19 |
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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