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	param	t-stat
$ω$	0.9145	2.32
$α$	0.4253	3.51
$β$	0.4697	5.42
$γ_{1}$	-0.0143	-0.17

V-Lab

Nomura Corporation Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:43.45% (+0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Corporation Analyses