V-Lab: Bridgestone Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Bridgestone Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.97% (-0.54%)

Analysis last updated: Sunday, April 21, 2024 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1471	5.45
$α$	0.0540	36.80
$β$	0.9935	836.27
$ν$	7	6.65

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