V-Lab: Bridgestone Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

Bridgestone Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:16.89% (-0.83%)

Analysis last updated: Tuesday, April 30, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0217	11.17
$α$	0.1440	39.98
$β$	0.9872	1145.24
$γ$	-0.0443	-12.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts