Advantest Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.62% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 14.20 | |
| 0.0272 | 16.93 | |
| 0.9526 | 570.79 | |
| 0.0247 | 7.78 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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