V-Lab
V-Lab
Brown-Forman Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:17.90% (-0.15%)

Analysis last updated: Wednesday, April 24, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brown-Forman Corp GARCH
paramt-stat
ω0.115415.04
α0.100131.61
β0.8483157.42
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts