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

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V-Lab

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

Volatility Prediction for Friday, May 3rd, 2024:38.21% (+1.33%)

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
$ω$	0.7849	10.03
$α$	0.0466	6.24
$β$	0.9027	54.22
$γ_{1}$	-0.0458	-2.26
$γ_{2}$	0.1389	4.27
$γ_{3}$	-0.1709	-6.14
$γ_{4}$	0.1227	3.74
$γ_{5}$	-0.0959	-2.61
$γ_{6}$	0.0637	1.86
$γ_{7}$	0.0559	1.52
$γ_{8}$	-0.1835	-2.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts