V-Lab
V-Lab
Brown-Forman Corp APARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:20.11% (+0.33%)

Analysis last updated: Wednesday, April 24, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brown-Forman Corp APARCH
paramt-stat
ω0.057916.66
α0.090632.27
β0.8934225.77
γ0.331111.80
δ0.948725.54
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts