Brown-Forman Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.36% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 15.30 | |
| 0.1538 | 25.36 | |
| 0.9701 | 452.47 | |
| -0.0405 | -8.14 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities