Nomura Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.68% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 14.72 | |
| 0.0609 | 31.98 | |
| 0.9239 | 443.13 | |
| 0.3475 | 6.55 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nomura Holdings Inc Analyses
Other AGARCH Analyses on Depositary Receipts