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 Tuesday, April 30th, 2024:17.67% (-0.44%)

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
$ω$	1.2538	8.38
$α$	0.0861	8.83
$β$	0.8649	56.92
$γ_{1}$	0.0200	0.77
$γ_{2}$	0.0682	1.69
$γ_{3}$	-0.2372	-7.56
$γ_{4}$	0.2700	9.61
$γ_{5}$	-0.1872	-7.10
$γ_{6}$	0.0848	3.00
$γ_{7}$	-0.0149	-0.57
$γ_{8}$	-0.0033	-0.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts