V-Lab
V-Lab
Brown-Forman Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:24.99% (+1.11%)

Analysis last updated: Monday, May 20, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brown-Forman Corp AGARCH
paramt-stat
ω0.106518.92
α0.099835.08
β0.8463186.50
γ0.401910.42
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts