Constellation Brands Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.23% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2442 | 16.39 | |
| 0.0755 | 11.61 | |
| 0.8326 | 127.37 | |
| 0.0682 | 5.22 |
Estimation Period:
Sep 30, 1996 to Feb 6, 2026
Sep 30, 1996 to Feb 6, 2026
News Impact Curve
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