McCormick & Co Inc/MD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.09% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 17.80 | |
| 0.0247 | 16.59 | |
| 0.9355 | 549.62 | |
| 0.0569 | 15.01 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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