V-Lab
V-Lab
McCormick & Co Inc/MD AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.03% (-0.88%)

Analysis last updated: Friday, April 26, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of McCormick & Co Inc/MD AGARCH
paramt-stat
ω0.037610.49
α0.077741.35
β0.8960413.68
γ0.679416.75
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts