Brown-Forman Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.65% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 13.03 | |
| 0.0777 | 29.35 | |
| 0.8917 | 205.22 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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