V-Lab
V-Lab
Brown-Forman Corp APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.74% (-0.57%)

Analysis last updated: Friday, May 3, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brown-Forman Corp APARCH
paramt-stat
ω0.058316.64
α0.090932.34
β0.8929224.67
γ0.328511.80
δ0.950125.58
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts