McCormick & Co Inc/MD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.57% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 10.93 | |
| 0.0765 | 41.90 | |
| 0.8964 | 422.06 | |
| 0.6861 | 17.18 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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