Constellation Brands Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.72% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2353 | 16.40 | |
| 0.0734 | 11.47 | |
| 0.8386 | 133.84 | |
| 0.0644 | 5.05 |
Estimation Period:
Sep 30, 1996 to Feb 20, 2026
Sep 30, 1996 to Feb 20, 2026
News Impact Curve
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