Nomura Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.94% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0980 | 13.31 | |
| 0.1021 | 40.58 | |
| 0.8798 | 343.28 | |
| 0.5047 | 12.17 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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