V-Lab: Goodyear Tire & Rubber Co/The MF2-GARCH Volatility Analysis

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V-Lab

Goodyear Tire & Rubber Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:41.39% (+0.19%)

Analysis last updated: Thursday, May 2, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0175	9.06
$β$	0.8958	141.30
$γ$	0.0470	14.16
$λ_{1}$	0.0068	1.39
$λ_{2}$	0.0148	4.41
$λ_{3}$	0.9845	244.16

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts