V-Lab: Advantest Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Advantest Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:49.32% (-0.17%)

Analysis last updated: Thursday, May 2, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9352	9.54
$α$	0.0400	6.89
$β$	0.9505	127.62
$γ_{1}$	-0.0001	-0.72

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts