Nomura Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.27% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 15.54 | |
| 0.1251 | 30.67 | |
| 0.9853 | 1,161.95 | |
| -0.0272 | -7.68 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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