V-Lab
V-Lab
Constellation Brands Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:22.48% (-0.41%)

Analysis last updated: Monday, April 22, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Constellation Brands Inc AGARCH
paramt-stat
ω0.161011.24
α0.101227.76
β0.8546151.15
γ0.55916.95
Estimation Period:
Sep 30, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts