Brown-Forman Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.05% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 15.32 | |
| 0.1539 | 25.36 | |
| 0.9700 | 451.99 | |
| -0.0406 | -8.17 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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