V-Lab: McCormick & Co Inc/MD GAS-GARCH Student T Volatility Analysis

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V-Lab

McCormick & Co Inc/MD GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.53% (-1.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7656	4.48
$α$	0.0613	38.70
$β$	0.9907	493.16
$ν$	5	12.27

Estimation Period:
Jan 2, 1990 to Apr 26, 2024