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 Tuesday, April 30th, 2024:13.05% (-0.58%)

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
$ω$	1.1081	8.16
$α$	0.0916	8.35
$β$	0.8416	45.19
$γ_{1}$	-0.0596	-1.60
$γ_{2}$	0.1999	3.52
$γ_{3}$	-0.2031	-4.71
$γ_{4}$	-0.0567	-1.30
$γ_{5}$	0.3144	6.85
$γ_{6}$	-0.3500	-7.61
$γ_{7}$	0.2413	4.75
$γ_{8}$	-0.1508	-2.93
$γ_{9}$	0.1557	2.91
$γ_{10}$	-0.2720	-2.75

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

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Volatility Forecasts

Volatility Forecasts