Nomura Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.47% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2483 | 6.79 | |
| 0.0738 | 42.19 | |
| 0.9886 | 551.04 | |
| 6.1703 | 8.76 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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