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

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V-Lab

Bridgestone Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:18.07% (-0.39%)

Analysis last updated: Saturday, April 20, 2024 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2472	8.36
$α$	0.0861	8.80
$β$	0.8645	56.63
$γ_{1}$	0.0189	0.73
$γ_{2}$	0.0701	1.74
$γ_{3}$	-0.2386	-7.62
$γ_{4}$	0.2708	9.66
$γ_{5}$	-0.1874	-7.10
$γ_{6}$	0.0844	2.98
$γ_{7}$	-0.0138	-0.52
$γ_{8}$	-0.0046	-0.23

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts