Advantest Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.46% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0411 | 15.69 | |
| 0.7954 | 51.49 | |
| 0.0524 | 10.99 | |
| 0.0546 | 1.70 | |
| 0.0353 | 2.41 | |
| 0.9585 | 54.59 |
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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