Brown-Forman Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.06% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 13.04 | |
| 0.0776 | 29.31 | |
| 0.8917 | 205.19 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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