Budweiser Brewing Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.78% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.74 | |
| 0.4648 | 12.45 | |
| 0.2993 | 13.04 | |
| -0.3266 | -6.63 |
Estimation Period:
Mar 11, 2021 to Feb 13, 2026
Mar 11, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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