V-Lab: Bridgestone Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bridgestone Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.60% (-0.99%)

Analysis last updated: Friday, May 3, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2508	8.38
$α$	0.0855	8.78
$β$	0.8655	56.99
$γ_{1}$	0.0200	0.77
$γ_{2}$	0.0682	1.69
$γ_{3}$	-0.2371	-7.57
$γ_{4}$	0.2697	9.62
$γ_{5}$	-0.1867	-7.10
$γ_{6}$	0.0838	2.97
$γ_{7}$	-0.0128	-0.49
$γ_{8}$	-0.0057	-0.29

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts