V-Lab: Advantest Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Advantest Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:57.85% (-0.67%)

Analysis last updated: Thursday, May 2, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1083	18.46
$α$	0.1475	57.70
$β$	0.8397	302.29
$γ$	0.0775	12.55
$δ$	1.4805	30.84

Estimation Period:
Nov 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts