V-Lab: Bridgestone Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bridgestone Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:12.63% (-0.45%)

Analysis last updated: Sunday, April 21, 2024 at 01:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1073	8.16
$α$	0.0922	8.37
$β$	0.8404	44.94
$γ_{1}$	-0.0597	-1.60
$γ_{2}$	0.2001	3.53
$γ_{3}$	-0.2033	-4.72
$γ_{4}$	-0.0565	-1.30
$γ_{5}$	0.3145	6.86
$γ_{6}$	-0.3504	-7.63
$γ_{7}$	0.2419	4.76
$γ_{8}$	-0.1518	-2.95
$γ_{9}$	0.1577	2.94
$γ_{10}$	-0.2797	-2.79

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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