Nomura Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.27% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 15.17 | |
| 0.1975 | 40.89 | |
| 0.9747 | 730.66 | |
| -0.0456 | -12.47 |
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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