Nomura Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.88% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 11.62 | |
| 0.1470 | 25.61 | |
| 0.9816 | 572.04 | |
| -0.0148 | -2.77 |
Estimation Period:
Jan 8, 1992 to Feb 10, 2026
Jan 8, 1992 to Feb 10, 2026
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