Nomura Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.71% (+4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0591 | 19.49 | |
| 0.8048 | 81.42 | |
| 0.0557 | 12.32 | |
| 0.0298 | 3.23 | |
| 0.0279 | 3.61 | |
| 0.9668 | 105.83 |
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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