Constellation Brands Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.14%
decreased by 1.11%
1 Week
27.81%
decreased by 0.44%
1 Month
29.57%
increased by 1.32%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2519 | 16.49 | |
| 0.0764 | 11.82 | |
| 0.8299 | 124.55 | |
| 0.0682 | 5.24 |
Estimation Period:
Sep 30, 1996 to Jun 5, 2026
Sep 30, 1996 to Jun 5, 2026
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