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	param	t-stat
$ω$	1.0471	4.27
$α$	0.0736	7.20
$β$	0.8779	54.97
$γ_{1}$	0.1604	3.12
$γ_{2}$	-0.3226	-4.63
$γ_{3}$	0.2877	7.43
$γ_{4}$	-0.1900	-4.61
$γ_{5}$	0.0615	1.43
$γ_{6}$	0.0373	0.80
$γ_{7}$	-0.0468	-0.82
$γ_{8}$	0.0150	0.20

V-Lab

Nomura Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.29% (+6.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Holdings Inc Analyses