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	param	t-stat
$ω$	1.0665	15.29
$α$	0.4771	11.01
$β$	0.4190	17.36
$γ$	0.0290	0.35

V-Lab

Nomura Corporation GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.40% (-14.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Corporation Analyses