V-Lab: Advantest Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Advantest Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:42.68% (+1.80%)

Analysis last updated: Thursday, April 18, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9362	9.57
$α$	0.0400	6.88
$β$	0.9504	127.10
$γ_{1}$	-0.0001	-0.69

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts