McCormick & Co Inc/MD MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.70% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0533 | 14.52 | |
| 0.7278 | 77.41 | |
| 0.1083 | 15.57 | |
| 0.0077 | 1.83 | |
| 0.0161 | 3.05 | |
| 0.9806 | 151.74 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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