V-Lab: Bridgestone Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Bridgestone Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:18.69% (-0.65%)

Analysis last updated: Sunday, May 5, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1414	5.41
$α$	0.0536	36.75
$β$	0.9935	833.49
$ν$	7	6.68

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