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

V-Lab

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V-Lab

Bridgestone Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.60% (-0.38%)

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
$ω$	1.2488	8.38
$α$	0.0866	8.83
$β$	0.8638	56.38
$γ_{1}$	0.0188	0.72
$γ_{2}$	0.0703	1.74
$γ_{3}$	-0.2387	-7.62
$γ_{4}$	0.2709	9.66
$γ_{5}$	-0.1876	-7.11
$γ_{6}$	0.0849	3.00
$γ_{7}$	-0.0148	-0.56
$γ_{8}$	-0.0034	-0.17

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts