Advantest Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.68% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 14.11 | |
| 0.0273 | 17.02 | |
| 0.9529 | 575.42 | |
| 0.0246 | 7.76 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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