V-Lab: Bridgestone Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bridgestone Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.53% (-1.00%)

Analysis last updated: Sunday, May 5, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2408	8.47
$α$	0.0863	8.69
$β$	0.8621	55.04
$γ_{1}$	0.0166	0.65
$γ_{2}$	0.0742	1.88
$γ_{3}$	-0.2419	-7.94
$γ_{4}$	0.2733	9.98
$γ_{5}$	-0.1868	-7.15
$γ_{6}$	0.0751	2.53
$γ_{7}$	0.0166	0.45
$γ_{8}$	-0.0900	-1.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts