Brown-Forman Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:26.95% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1012 | 20.99 | |
| 0.6987 | 47.88 | |
| 0.0569 | 7.70 | |
| 0.0271 | 1.77 | |
| 0.0476 | 2.30 | |
| 0.9420 | 38.57 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities