Advantest Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:71.40% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8307 | 6.14 | |
| 0.0466 | 6.76 | |
| 0.9252 | 79.74 | |
| -0.0303 | -0.99 | |
| 0.0900 | 2.00 | |
| -0.1568 | -5.37 | |
| 0.1885 | 7.41 | |
| -0.1560 | -5.79 | |
| 0.1133 | 3.57 | |
| -0.0832 | -2.18 | |
| 0.1078 | 2.16 |
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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