McCormick & Co Inc/MD AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.49% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 4.35 | |
| 0.0680 | 24.91 | |
| 0.9008 | 304.52 | |
| 0.9135 | 10.51 |
Estimation Period:
Sep 2, 1996 to Feb 6, 2026
Sep 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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