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	param	t-stat
$ω$	0.9421	2.07
$α$	0.4475	3.41
$β$	0.4682	5.37
$γ_{1}$	-0.0573	-2.66

V-Lab

Nomura Corporation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:41.32% (-11.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Corporation Analyses