Nomura Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.73% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.2748 | 3.58 | |
| 0.0675 | 34.02 | |
| 0.9867 | 278.35 | |
| 3.2325 | 19.13 |
Estimation Period:
Jan 8, 1992 to Feb 13, 2026
Jan 8, 1992 to Feb 13, 2026
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