McCormick & Co Inc/MD GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.45% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0849 | 14.96 | |
| 0.0734 | 20.70 | |
| 0.8971 | 231.58 |
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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