V-Lab
V-Lab
Constellation Brands Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:21.86% (-0.38%)

Analysis last updated: Tuesday, April 23, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Constellation Brands Inc EGARCH
paramt-stat
ω0.079813.08
α0.202723.38
β0.9495226.94
γ-0.0477-5.19
Estimation Period:
Sep 30, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts