Nomura Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.69% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1321 | 16.30 | |
| 0.0698 | 29.81 | |
| 0.9151 | 304.42 |
Estimation Period:
Jan 8, 1992 to Feb 10, 2026
Jan 8, 1992 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities