Constellation Brands Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7061 | 7.06 | |
| 0.0591 | 4.38 | |
| 0.8362 | 21.27 | |
| -0.0460 | -1.32 | |
| 0.0410 | 0.68 | |
| -0.0011 | -0.02 | |
| 0.0247 | 0.59 | |
| -0.0635 | -1.63 | |
| 0.1029 | 2.90 | |
| -0.0808 | -3.03 |
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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