Constellation Brands Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.15% (+29.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2376 | 16.39 | |
| 0.0742 | 11.54 | |
| 0.8370 | 132.04 | |
| 0.0656 | 5.08 |
Estimation Period:
Sep 30, 1996 to Feb 13, 2026
Sep 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities