V-Lab
V-Lab
Brown-Forman Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:20.41% (+1.27%)

Analysis last updated: Tuesday, April 30, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brown-Forman Corp GARCH
paramt-stat
ω0.115515.05
α0.100231.61
β0.8482157.28
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts