V-Lab: Bridgestone Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

Bridgestone Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.42% (-0.85%)

Analysis last updated: Sunday, May 5, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0217	11.16
$α$	0.1428	39.78
$β$	0.9872	1142.56
$γ$	-0.0443	-12.06

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts