Nomura Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.21% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0017 | 5.16 | |
| 0.0529 | 34.30 | |
| 0.9916 | 592.35 | |
| 5.6662 | 7.59 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
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