V-Lab
V-Lab
McCormick & Co Inc/MD MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.96% (-0.26%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of McCormick & Co Inc/MD MF2-GARCH
paramt-stat
m41
α0.056614.54
β0.712972.56
γ0.111715.04
λ10.00801.77
λ20.01712.92
λ30.9795138.04
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts