Advantest Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:58.27% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 14.15 | |
| 0.0272 | 16.99 | |
| 0.9528 | 574.00 | |
| 0.0248 | 7.82 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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