Brown-Forman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.68% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 15.42 | |
| 0.0390 | 14.45 | |
| 0.9106 | 257.82 | |
| 0.0527 | 9.39 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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