Nomura Corporation GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.25% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0659 | 15.14 | |
| 0.4951 | 11.71 | |
| 0.4151 | 17.41 |
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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