V-Lab: Advantest Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Advantest Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:44.10% (+1.75%)

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
$ω$	1.0014	8.99
$α$	0.0405	7.00
$β$	0.9498	129.71
$γ_{1}$	0.0007	0.98

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

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Volatility Forecasts

Volatility Forecasts