Brown-Forman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.98% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 15.40 | |
| 0.0389 | 14.45 | |
| 0.9107 | 258.07 | |
| 0.0527 | 9.39 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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