V-Lab: Bridgestone Corp MF2-GARCH Volatility Analysis

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V-Lab

Bridgestone Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:19.91% (-0.76%)

Analysis last updated: Sunday, May 19, 2024 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0459	17.82
$β$	0.7727	75.39
$γ$	0.0987	17.52
$λ_{1}$	0.0132	3.23
$λ_{2}$	0.0349	5.02
$λ_{3}$	0.9615	124.13

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts