V-Lab: Advantest Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Advantest Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.65% (+2.32%)

Analysis last updated: Sunday, April 21, 2024 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.3191	6.05
$α$	0.0466	24.44
$β$	0.9911	606.57
$ν$	7	4.81

Estimation Period:
Jan 3, 1990 to Apr 19, 2024