Nomura Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.20% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 14.92 | |
| 0.0406 | 17.66 | |
| 0.9283 | 450.62 | |
| 0.0352 | 6.95 |
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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