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	param	t-stat
$ω$	0.1418	13.81
$α$	0.0622	18.61
$β$	0.9109	290.09
$γ$	0.0220	2.74

V-Lab

Nomura Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.63% (+1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Co Ltd Analyses