Constellation Brands Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1312 | 13.35 | |
| 0.0239 | 8.00 | |
| 0.9358 | 320.36 | |
| 0.0361 | 6.30 |
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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