Nomura Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.01% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2523 | 17.02 | |
| 0.1104 | 49.07 | |
| 0.8594 | 323.94 | |
| 0.4038 | 3.87 |
Estimation Period:
Jan 8, 1992 to Feb 10, 2026
Jan 8, 1992 to Feb 10, 2026
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