Nomura Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.75% (+5.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 18.54 | |
| 0.0605 | 30.83 | |
| 0.9262 | 429.38 |
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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