Brown-Forman Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.83% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1014 | 21.05 | |
| 0.6989 | 48.10 | |
| 0.0568 | 7.68 | |
| 0.0267 | 1.77 | |
| 0.0473 | 2.33 | |
| 0.9425 | 39.33 |
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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