Constellation Brands Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 5.63 | |
| 0.0695 | 13.85 | |
| 0.9763 | 330.94 | |
| -0.0521 | -10.10 |
Estimation Period:
Jan 1, 1990 to Nov 4, 2022
Jan 1, 1990 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
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