Brown-Forman Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.95% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 15.31 | |
| 0.1540 | 25.36 | |
| 0.9699 | 451.54 | |
| -0.0406 | -8.17 |
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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