Nomura Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.13% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1140 | 17.16 | |
| 0.0640 | 22.81 | |
| 0.8844 | 348.20 | |
| 0.0739 | 11.21 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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